Adaptive LASSO-type estimation for multivariate diffusion processes
Year of publication: |
2012
|
---|---|
Authors: | De Gregorio, Alessandro ; Iacus, Stefano Maria |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 4, p. 838-860
|
Subject: | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Innovationsdiffusion | Innovation diffusion |
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