On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes (Q6178552)

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scientific article; zbMATH DE number 7788877
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On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes
scientific article; zbMATH DE number 7788877

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    On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes (English)
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    16 January 2024
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    high-dimensional statistics
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    Lasso
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    Ornstein-Uhlenbeck process
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    parametric statistics
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    slope
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    sparse estimation
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