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The Dantzig Selector for Diffusion Processes with Covariates - MaRDI portal

The Dantzig Selector for Diffusion Processes with Covariates (Q4641639)

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scientific article; zbMATH DE number 6870046
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English
The Dantzig Selector for Diffusion Processes with Covariates
scientific article; zbMATH DE number 6870046

    Statements

    title
    The Dantzig Selector for Diffusion Processes with Covariates (English)
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    author
    Kou Fujimori
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    Yoichi Nishiyama
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    publication date
    18 May 2018
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    zbMATH Keywords
    Dantzig selector
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    diffusion process
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    high-dimensional and sparse setting
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    parametric model
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    linear regression
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    60J60
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    62F12
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    62N02
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    zbMATH DE Number
    6870046
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    OpenAlex ID
    W2963654234
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    arXiv ID
    1611.10011
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    DOI
    10.14490/JJSS.47.59
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