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Search: subject:"Oracle properties"
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Adaptive LASSO-type estimation for ergodic diffusion processes
Iacus, Stefano Maria
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De Gregorio, Alessandro
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2010
Persistent link: https://www.econbiz.de/10011752309
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Adaptive LASSO-type estimation for ergodic diffusion processes
Gregorio, Alessandro De
;
Iacus, Stefano
-
Dipartimento di Economia, Management e Metodi …
-
2010
adaptive LASSO problem for discretely observed ergodic diffusion processes. We prove
oracle
properties
also deriving the …
Persistent link: https://www.econbiz.de/10009324401
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