Pages that link to "Item:Q2909250"
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The following pages link to Adaptive LASSO-type estimation for multivariate diffusion processes (Q2909250):
Displaying 24 items.
- On a family of test statistics for discretely observed diffusion processes (Q391894) (← links)
- Non-parametric estimation of stochastic differential equations from stationary time-series (Q824289) (← links)
- Penalized least squares approximation methods and their applications to stochastic processes (Q830256) (← links)
- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
- On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
- Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
- A variational inference for the Lévy adaptive regression with multiple kernels (Q2095764) (← links)
- LASSO for streaming data with adaptative filtering (Q2104007) (← links)
- Adaptive efficient analysis for big data ergodic diffusion models (Q2137741) (← links)
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
- Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
- Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
- The Dantzig selector for a linear model of diffusion processes (Q2330962) (← links)
- Adaptive test statistics for ergodic diffusion processes sampled at discrete times (Q2453614) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
- Improved estimation method for high dimension semimartingale regression models based on discrete data (Q2676878) (← links)
- The LASSO estimator: Distributional properties (Q4558753) (← links)
- The Dantzig Selector for Diffusion Processes with Covariates (Q4641639) (← links)
- Adaptive regularization for Lasso models in the context of nonstationary data streams (Q4970431) (← links)
- Analyzing order flows in limit order books with ratios of Cox-type intensities (Q5215440) (← links)
- UNIFORM ASYMPTOTICS AND CONFIDENCE REGIONS BASED ON THE ADAPTIVE LASSO WITH PARTIALLY CONSISTENT TUNING (Q6145540) (← links)
- Sparse inference of structural equation modeling with latent variables for diffusion processes (Q6578486) (← links)
- Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions (Q6618100) (← links)
- Penalized estimation for non-identifiable models (Q6618101) (← links)
