ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES
De Gregorio, Alessandro, Iacus, Stefano M.Volume:
28
Language:
english
Pages:
23
Journal:
Econometric Theory
DOI:
10.1017/s0266466611000806
Date:
August, 2012
File:
PDF, 217 KB
english, 2012