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2010.08384
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Regularized Bridge-type estimation with multiple penalties
16 October 2020
A. De Gregorio
F. Iafrate
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Papers citing
"Regularized Bridge-type estimation with multiple penalties"
4 / 4 papers shown
Title
Neural Drift Estimation for Ergodic Diffusions: Non-parametric Analysis and Numerical Exploration
Simone Di Gregorio
Francesco Iafrate
22
0
0
30 May 2025
Ergodic Network Stochastic Differential Equations
F. Iafrate
S. Iacus
70
0
0
23 Dec 2024
Adaptive Elastic-Net estimation for sparse diffusion processes
A. De Gregorio
Dario Frisardi
F. Iafrate
S. Iacus
112
1
0
21 Dec 2024
Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes
Chiara Amorino
Francisco Pina
M. Podolskij
97
1
0
16 Aug 2024
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