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20152026
most citedAIC for Non-concave Penalized Likelihood Method

7 citations · 7 across the 4 of their papers we have counts for

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math.ST2015

Update estimation of diffusion parameter observed at high frequency

Yusuke Shimizu

We propose an update estimation method for a diffusion parameter from high-frequency dependent data under a nuisance drift element. We ensure the asymptotic equivalence of the esti…