On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model

Reference : On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck...


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/45475

Title :	On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model
Language :	English
Author, co-author :	Ciolek, Gabriela [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
	Marushkevych, Dmytro [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
	Podolskij, Mark [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
Publication date :	2020
Journal title :	Electronic Journal of Statistics
Publisher :	Institute of Mathematical Statistics
Volume :	14
Issue/season :	2
Pages :	4395-4420
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
e-ISSN :	1935-7524
City :	Beachwood
Country :	OH
Target :	Researchers
Permalink :	http://hdl.handle.net/10993/45475
DOI :	10.1214/20-EJS1775
Framework Programme / European Project :	FP7 ; 200512 - INSPIRE - Interhemispheric stimulation promotes reading: two brains are better then one

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