Sparse inference of structural equation modeling with latent variables for diffusion processes (Q6578486)

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scientific article; zbMATH DE number 7886828
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Sparse inference of structural equation modeling with latent variables for diffusion processes
scientific article; zbMATH DE number 7886828

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    Sparse inference of structural equation modeling with latent variables for diffusion processes (English)
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    25 July 2024
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    structural equation modeling
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    asymptotic theory
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    high-frequency data
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    stochastic differential equation
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    quasi-maximum likelihood estimation
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    sparse inference
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