Moment convergence in regularized estimation under multiple and mixed-rates asymptotics
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Publication:1678536
DOI10.3103/S1066530717020016zbMath1380.62082arXiv1406.6751OpenAlexW2962686354MaRDI QIDQ1678536
Publication date: 17 November 2017
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.6751
stochastic differential equationregularized estimationsparse estimationmoment convergencemixed-rates asymptoticslarge deviation inequality
Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
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