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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| English | On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7788877 |
Statements
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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0.8549262285232544
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0.83780837059021
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0.835781455039978
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0.8165720701217651
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