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"Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck ..."

Stéphane Gaïffas, Gustaw Matulewicz (2019)

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DOI: 10.1016/J.JMVA.2018.08.005

access: closed

type: Journal Article

metadata version: 2020-12-25

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Stéphane Gaïffas, Gustaw Matulewicz:
Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process. J. Multivar. Anal. 169: 1-20 (2019)

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