Reference : On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/45475
On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model
English
Ciolek, Gabriela mailto [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
Marushkevych, Dmytro mailto [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
Podolskij, Mark mailto [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
2020
Electronic Journal of Statistics
Institute of Mathematical Statistics
14
2
4395-4420
Yes (verified by ORBilu)
International
1935-7524
Beachwood
OH
Researchers
http://hdl.handle.net/10993/45475
10.1214/20-EJS1775
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