Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process (Q1755107)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process |
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Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process (English)
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4 January 2019
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high-dimensional statistics
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Lasso
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Ornstein-Uhlenbeck process
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sparse estimation
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