CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type
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Publication:2633976
DOI10.1016/j.jkss.2015.08.002zbMath1330.62214OpenAlexW2207307881MaRDI QIDQ2633976
Yanlin Tang, Yin-Feng Wang, Xin Sheng Zhang
Publication date: 5 February 2016
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2015.08.002
process of Ornstein-Uhlenbeck typeGMM with continuum of moment method (CGMM) estimatorLASSO-type estimator
Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)
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