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See detailOn Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model
Ciolek, Gabriela UL; Marushkevych, Dmytro UL; Podolskij, Mark UL

in Electronic Journal of Statistics (2020), 14(2), 4395-4420

Detailed reference viewed: 40 (6 UL)