Pages that link to "Item:Q2219216"
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The following pages link to On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216):
Displaying 5 items.
- Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process (Q1755107) (← links)
- The Dantzig selector for a linear model of diffusion processes (Q2330962) (← links)
- Semiparametric estimation of McKean-Vlasov SDEs (Q2686604) (← links)
- Mean first exit times of Ornstein–Uhlenbeck processes in high-dimensional spaces (Q6042922) (← links)
- On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes (Q6178552) (← links)