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The law of iterated logarithm for the estimations of diffusion-type processes.
- Source :
-
Advances in Difference Equations . 1/15/2020, Vol. 2020 Issue 1, p1-15. 15p. - Publication Year :
- 2020
-
Abstract
- This paper mainly discusses the asymptotic behaviours on the lasso-type estimators for diffusion-type processes with a small noise. By constructing the objective function on the estimation, in view of convexity argument, it is proved that the estimator for different values of γ satisfies the iterated logarithm law. The result also presents the exponential convergence principle for the estimator converging to the true value. [ABSTRACT FROM AUTHOR]
- Subjects :
- *LOGARITHMS
*NOISE
*ARGUMENT
Subjects
Details
- Language :
- English
- ISSN :
- 16871839
- Volume :
- 2020
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Advances in Difference Equations
- Publication Type :
- Academic Journal
- Accession number :
- 141209979
- Full Text :
- https://doi.org/10.1186/s13662-020-2506-5