Sparse inference of structural equation modeling with latent variables for diffusion processes
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Publication:6578486
DOI10.1007/S42081-023-00230-1MaRDI QIDQ6578486
Publication date: 25 July 2024
Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)
stochastic differential equationhigh-frequency dataasymptotic theoryquasi-maximum likelihood estimationstructural equation modelingsparse inference
Cites Work
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