Moment convergence in regularized estimation under multiple and mixed-rates asymptotics

26 June 2014

Papers citing "Moment convergence in regularized estimation under multiple and mixed-rates asymptotics"

6 / 6 papers shown

Title
Quasi-likelihood analysis for adaptive estimation of a degenerate diffusion process A. Gloter Nakahiro Yoshida 21 0 0 23 Feb 2024
Structural equation modeling with latent variables for diffusion processes and its application to sparse estimation Koki Kawabata Mohit Wadhwa 16 3 0 04 May 2023
Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions Junichiro Yoshida Nakahiro Yoshida 49 1 0 25 Nov 2022
Parametric estimation of stochastic differential equations via online gradient descent Shogo H. Nakakita 39 3 0 17 Oct 2022
Penalized quasi likelihood estimation for variable selection Yoshiki Kinoshita Nakahiro Yoshida 36 8 0 28 Oct 2019
The Dantzig selector for diffusion processes with covariates Kou Fujimori Y. Nishiyama 20 3 0 30 Nov 2016