Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes (Q6862814)
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scientific article; zbMATH DE number 8155851
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| English | Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes |
scientific article; zbMATH DE number 8155851 |
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Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes (English)
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6 February 2026
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high dimensional statistics
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drift parameter estimation
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Lasso estimator
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high frequency
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concentration inequality
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