Moment convergence in regularized estimation under multiple and mixed-rates asymptotics

DOI10.3103/S1066530717020016zbMath1380.62082arXiv1406.6751OpenAlexW2962686354MaRDI QIDQ1678536

Yusuke Shimizu, Hiroki Masuda

Publication date: 17 November 2017

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.6751

zbMATH Keywords

stochastic differential equationregularized estimationsparse estimationmoment convergencemixed-rates asymptoticslarge deviation inequality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

Related Items

Penalized least squares approximation methods and their applications to stochastic processes, Quasi-likelihood analysis and its applications, Moment convergence in regularized estimation under multiple and mixed-rates asymptotics, AIC for the non-concave penalized likelihood method, A general result on complete f -moment convergence with its application to nonparametric regression models, Regularized bridge-type estimation with multiple penalties, The Dantzig Selector for Diffusion Processes with Covariates, Adaptive estimation for degenerate diffusion processes, Complete and complete moment convergence for randomly weighted sums ofρ*-mixing random variables and its applications, Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise, Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data, Partial quasi-likelihood analysis, The Dantzig selector for a linear model of diffusion processes

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