Estimation of a High-Dimensional Counting Process without Penalty for High Frequency Events. / Mucciante, Luca; Sancetta, Alessio.

In: Econometric Theory, 14.06.2022.

Research output: Contribution to journalArticlepeer-review

E-pub ahead of print


Original languageEnglish
JournalEconometric Theory
Early online date14 Jun 2022
Publication statusE-pub ahead of print - 14 Jun 2022
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

ID: 45606135