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Regularized bridge-type estimation with multiple penalties - MaRDI portal

Regularized bridge-type estimation with multiple penalties (Q2230875)

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Regularized bridge-type estimation with multiple penalties
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    Regularized bridge-type estimation with multiple penalties (English)
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    28 September 2021
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    high-frequency scheme
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    oracle properties
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    multidimensional diffusion processes
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    prediction accuracy
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    penalized estimation
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    quasi-likelihood function
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