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Article (Scientific journals)
On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model
CIOLEK, Gabriela
;
MARUSHKEVYCH, Dmytro
;
PODOLSKIJ, Mark
2020
•
In
Electronic Journal of Statistics, 14
(2), p. 4395-4420
Peer Reviewed verified by ORBi
Permalink
https://hdl.handle.net/10993/45475
DOI
10.1214/20-EJS1775
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Disciplines :
Mathematics
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)
External co-authors :
no
Language :
English
Title :
On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model
Publication date :
2020
Journal title :
Electronic Journal of Statistics
eISSN :
1935-7524
Publisher :
Institute of Mathematical Statistics, Beachwood, United States - Ohio
Volume :
14
Issue :
2
Pages :
4395-4420
Peer reviewed :
Peer Reviewed verified by ORBi
European Projects :
FP7 - 200512 - INSPIRE - Interhemispheric stimulation promotes reading: two brains are better then one
Funders :
CE - Commission Européenne
European Union
Available on ORBilu :
since 13 January 2021
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