High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process (Q2084463)
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scientific article; zbMATH DE number 7603099
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| English | High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7603099 |
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High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process (English)
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18 October 2022
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adaptive Lasso
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graphical model
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high-frequency inference
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Lévy process
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Ornstein-Uhlenbeck process
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stable convergence
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