The law of iterated logarithm for the estimations of diffusion-type processes
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 the estimator for different values of γ satisfies th...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2020-01-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13662-020-2506-5 |