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