Pages that link to "Item:Q1621717"
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The following pages link to Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717):
Displayed 5 items.
- Nonparametric estimation for irregularly sampled Lévy processes (Q1744225) (← links)
- Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data (Q2209820) (← links)
- The Dantzig selector for a linear model of diffusion processes (Q2330962) (← links)
- Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
- A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes (Q2676877) (← links)