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

Luca Mucciante, Alessio Sancetta

Research output: Contribution to journalArticlepeer-review

26 Downloads (Pure)
Original languageEnglish
Pages (from-to)1-20
Number of pages20
JournalEconometric Theory
Early online date14 Jun 2022
DOIs
Publication statusE-pub ahead of print - 14 Jun 2022

Cite this