![]() | CIOLEK, G., MARUSHKEVYCH, D., & PODOLSKIJ, M. (01 August 2025). On Lasso estimator for the drift function in diffusion models. Bernoulli, 31 (3), 1811-1833. doi:10.3150/24-BEJ1781 Peer Reviewed verified by ORBi |
![]() | CIOLEK, G., MARUSHKEVYCH, D., & PODOLSKIJ, M. (2020). On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model. Electronic Journal of Statistics, 14 (2), 4395-4420. doi:10.1214/20-EJS1775 Peer Reviewed verified by ORBi |