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20132023
most citedBayesian inference for Stable Levy driven Stochastic Differential Equations with high-frequency data

1 citations · 1 across the 3 of their papers we have counts for

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stat.ME2016

On the Consistency of the Bias Correction Term of the AIC for the Non-Concave Penalized Likelihood Method

Yuta Umezu, Yoshiyuki Ninomiya

Penalized likelihood methods with an -type penalty, such as the Bridge, the SCAD, and the MCP, allow us to estimate a parameter and to do variable selection, simultaneously…