Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process

10 July 2017

Papers citing "Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process"

6 / 6 papers shown

Title
Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions Junichiro Yoshida Nakahiro Yoshida 80 1 0 25 Nov 2022
Concentration analysis of multivariate elliptic diffusion processes Cathrine Aeckerle-Willems Claudia Strauch Lukas Trottner 98 1 0 07 Jun 2022
On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model Gabriela Ciolek D. Marushkevych M. Podolskij 42 9 0 03 Aug 2020
Likelihood theory for the Graph Ornstein-Uhlenbeck process Valentin Courgeau Almut E. D. Veraart 61 4 0 26 May 2020
Penalized quasi likelihood estimation for variable selection Yoshiki Kinoshita Nakahiro Yoshida 64 8 0 28 Oct 2019
Sparse space-time models: Concentration Inequalities and Lasso G. Ost Patricia Reynaud-Bouret 110 11 0 19 Jul 2018