The Dantzig selector for a linear model of diffusion processes

3 September 2017

Papers citing "The Dantzig selector for a linear model of diffusion processes"

3 / 3 papers shown

Title
Parametric estimation of stochastic differential equations via online gradient descent Shogo H. Nakakita 57 2 0 17 Oct 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
Cox's proportional hazards model with a high-dimensional and sparse regression parameter Kou Fujimori 48 2 0 28 Oct 2017