ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES
| Year of publication: |
2012
|
|---|---|
| Authors: | De Gregorio, Alessandro ; Iacus, Stefano M. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 28.2012, 4 (19.1.), p. 838-861
|