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 journal › Article › peer-review
Accepted author manuscript, 518 KB, PDF document
Original language | English |
---|---|
Journal | Econometric Theory |
Early online date | 14 Jun 2022 |
Publication status | E-pub ahead of print - 14 Jun 2022 |
ID: 45606135