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1709.00710
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The Dantzig selector for a linear model of diffusion processes
3 September 2017
Kou Fujimori
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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
1