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Sparse inference of the drift of a high-dimensional Ornstein–Uhlenbeck process
Gaïffas, Stéphane, Matulewicz, GustawLanguage:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2018.08.005
Date:
August, 2018
File:
PDF, 1004 KB
english, 2018