On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216)
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| English | On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model |
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On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (English)
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19 January 2021
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Dantzig estimator
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high-dimensional statistics
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Lasso
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Ornstein-Uhlenbeck process
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parametric estimation
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0.88782036
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0.88117534
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0.87923294
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0.87092555
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0.8678689
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0.8663852
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0.8656341
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