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Support Recovery for the Drift Coefficient of High-Dimensional Diffusions - MaRDI portal

Support Recovery for the Drift Coefficient of High-Dimensional Diffusions (Q6244192)

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scientific article; zbMATH DE number 6717473
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English
Support Recovery for the Drift Coefficient of High-Dimensional Diffusions
scientific article; zbMATH DE number 6717473

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    19 August 2013
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    cs.IT
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    cs.LG
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    math.IT
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    math.PR
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    math.ST
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    stat.TH
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