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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

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Publication:6244192

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DOI10.1109/TIT.2014.2317178zbMath1360.62281arXiv1308.4077MaRDI QIDQ6244192

Morteza Ibrahimi, José Bento Ayres Periera

Publication date: 19 August 2013

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Diffusion processes (60J60)

This page was built for publication: Support Recovery for the Drift Coefficient of High-Dimensional Diffusions

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