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On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes - MaRDI portal

On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes (Q6178552)

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scientific article; zbMATH DE number 7788877
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English
On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes
scientific article; zbMATH DE number 7788877

    Statements

    title
    On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes (English)
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    arXiv ID
    2205.07813
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    DOI
    10.3150/22-bej1574
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    author
    Niklas Dexheimer
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    Claudia Strauch
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    published in
    Bernoulli
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    publication date
    16 January 2024
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    Mathematics Subject Classification ID
    60G51
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    60H10
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    62M10
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    zbMATH DE Number
    7788877
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    zbMATH Keywords
    high-dimensional statistics
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    Lasso
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    Ornstein-Uhlenbeck process
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    parametric statistics
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    slope
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    sparse estimation
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    OpenAlex ID
    W4388514273
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