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The Dantzig selector for a linear model of diffusion processes

The Dantzig selector for a linear model of diffusion processes

Kou Fujimori
ArXiv (abs)PDFHTML

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
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
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
Cox's proportional hazards model with a high-dimensional and sparse regression parameter
Kou Fujimori
48
2
0
28 Oct 2017