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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Dexheimer, Niklas, Jeszka, Natalia
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Statistics Theory 62M05, 60G10, 62H12
Accesso online:	Acceder al recurso
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