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

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@article{35046629f27f4def97fbb834f5a211ce,

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

author = "Luca Mucciante and Alessio Sancetta",

year = "2023",

month = oct,

doi = "10.1017/S0266466622000238",

language = "English",

volume = "39",

pages = "989--1008",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

number = "5",

}