Showing math.STShow all
2 papers · 1 filter
math.ST2020
Regularized Bridge-type estimation with multiple penalties
Alessandro De Gregorio, Francesco Iafrate
The aim of this paper is to introduce an adaptive penalized estimator for identifying the true reduced parametric model under the sparsity assumption. In particular, we deal with t…
math.ST2007
Change point estimation for the telegraph process observed at discrete times
Alessandro De Gregorio, Stefano M. Iacus
The telegraph process models a random motion with finite velocity and it is usually proposed as an alternative to diffusion models. The process describes the position of a particle…