On Lasso estimator for the drift function in diffusion models

CIOLEK, Gabriela; MARUSHKEVYCH, Dmytro; PODOLSKIJ, Mark

doi:10.3150/24-BEJ1781

Download

Article (Scientific journals)

On Lasso estimator for the drift function in diffusion models

CIOLEK, Gabriela; MARUSHKEVYCH, Dmytro; PODOLSKIJ, Mark

2025 • In Bernoulli, 31 (3), p. 1811-1833

Peer Reviewed verified by ORBi

Permalink
https://hdl.handle.net/10993/63774

DOI
10.3150/24-BEJ1781

Files (1)Send to Details Statistics Bibliography Similar publications

Files

Full Text

2209.05974v2.pdf

Author postprint (517.71 kB)

Download

All documents in ORBilu are protected by a user license.

Send to

RIS BibTex APA Chicago Permalink X Linkedin

Details

Disciplines :

Mathematics

Author, co-author :

CIOLEK, Gabriela ; University of Luxembourg > Faculty of Science, Technology and Medicine > Department of Mathematics > Team Mark PODOLSKIJ

MARUSHKEVYCH, Dmytro ; UNSW Sydney > School of Mathematics and Statistics

PODOLSKIJ, Mark ; University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)

External co-authors :

yes

Language :

English

Title :

On Lasso estimator for the drift function in diffusion models

Publication date :

01 August 2025

Journal title :

Bernoulli

ISSN :

1350-7265

eISSN :

1573-9759

Publisher :

International Statistical Institute, Voorburg, Netherlands

Volume :

Issue :

Pages :

1811-1833

Peer reviewed :

Peer Reviewed verified by ORBi

Available on ORBilu :

since 22 January 2025

Statistics

Number of views

154 (3 by Unilu)

Number of downloads

61 (2 by Unilu)

More statistics

OpenCitations

OpenAlex citations