Sparse inference of structural equation modeling with latent variables for diffusion processes (Q6578486)

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scientific article; zbMATH DE number 7886828
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    Sparse inference of structural equation modeling with latent variables for diffusion processes
    scientific article; zbMATH DE number 7886828

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      Sparse inference of structural equation modeling with latent variables for diffusion processes (English)
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      25 July 2024
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      structural equation modeling
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      asymptotic theory
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      high-frequency data
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      stochastic differential equation
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      quasi-maximum likelihood estimation
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      sparse inference
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