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Support Recovery for the Drift Coefficient of High-Dimensional Diffusions

19 August 2013

Papers citing "Support Recovery for the Drift Coefficient of High-Dimensional Diffusions"

4 / 4 papers shown

Title
On Lasso estimator for the drift function in diffusion models Gabriela Ciolek D. Marushkevych M. Podolskij 64 5 0 13 Sep 2022
On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model Gabriela Ciolek D. Marushkevych M. Podolskij 54 9 0 03 Aug 2020
The Dantzig selector for a linear model of diffusion processes Kou Fujimori 58 13 0 03 Sep 2017
Reconstructing undirected graphs from eigenspaces Yohann De Castro T. Espinasse Paul Rochet 84 8 0 26 Mar 2016