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This paper mainly discusses the asymptotic behaviours on the lasso-type estimators for diffusion-type processes with a small noise. By constructing the objective function on the estimation, in view of convexity… Click to show full abstract
This paper mainly discusses the asymptotic behaviours on the lasso-type estimators for diffusion-type processes with a small noise. By constructing the objective function on the estimation, in view of convexity argument, it is proved that the estimator for different values of γ satisfies the iterated logarithm law. The result also presents the exponential convergence principle for the estimator converging to the true value.
Keywords:
type processes;
law iterated;
logarithm estimations;
diffusion type;
iterated logarithm
Journal Title: Advances in Difference Equations
Year Published: 2020
Link to full text (if available)
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Journal Title: Advances in Difference Equations
Year Published: 2020
Link to full text (if available)
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recommendations!