Estimation of a High-Dimensional Counting Process without Penalty for High Frequency Events

Research output: Contribution to journal › Article › peer-review

26 Downloads (Pure)

Access to Document

@article{35046629f27f4def97fbb834f5a211ce,

title = "Estimation of a High-Dimensional Counting Process without Penalty for High Frequency Events",

author = "Luca Mucciante and Alessio Sancetta",

year = "2022",

month = jun,

day = "14",

doi = "10.1017/S0266466622000238",

language = "English",

pages = "1--20",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

}