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Sparse Estimation for High-Dimensional Lévy-driven Ornstein--Uhlenbeck Processes from Discrete Observations

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Dexheimer, Niklas, Jeszka, Natalia
Formato:	Preprint
Publicado:	2026
Materias:	Statistics Theory 62M05, 60G10, 62H12
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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