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2408.08638
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Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes
16 August 2024
Chiara Amorino
Francisco Pina
M. Podolskij
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Papers citing
"Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes"
2 / 2 papers shown
Title
Adaptive Elastic-Net estimation for sparse diffusion processes
A. De Gregorio
Dario Frisardi
F. Iafrate
S. Iacus
67
0
0
21 Dec 2024
On Lasso and Slope drift estimators for Lévy-driven Ornstein--Uhlenbeck processes
Niklas Dexheimer
C. Strauch
36
6
0
16 May 2022
1