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

DOI10.1007/S42081-023-00230-1MaRDI QIDQ6578486zbMATH OpenFDO

Authors Shogo Kusano, Masayuki Uchida

Publication date 25 July 2024

Published in Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

zbMATH Keywords

quasi-maximum likelihood estimationstructural equation modelingasymptotic theorystochastic differential equationhigh-frequency datasparse inference

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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