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1002.1312
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Adaptive LASSO-type estimation for ergodic diffusion processes
5 February 2010
A. De Gregorio
S. Iacus
Re-assign community
ArXiv
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Papers citing
"Adaptive LASSO-type estimation for ergodic diffusion processes"
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Title
Autoregressive Process Modeling via the Lasso Procedure
Yuval Nardi
Alessandro Rinaldo
49
148
0
08 May 2008
1
