Articles with "logarithm estimations" as a keyword



Photo from archive.org

The law of iterated logarithm for the estimations of diffusion-type processes

Sign Up to like & get
recommendations!
Published in 2020 at "Advances in Difference Equations"

DOI: 10.1186/s13662-020-2506-5

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… read more here.

Keywords: type processes; law iterated; logarithm estimations; diffusion type ... See more keywords