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20202026
most citedMixing it up: A general framework for Markovian statistics

6 citations · 6 across the 6 of their papers we have counts for

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math.ST2022

On Lasso and Slope drift estimators for Lévy-driven Ornstein--Uhlenbeck processes

Niklas Dexheimer, Claudia Strauch

We investigate the problem of estimating the drift parameter of a high-dimensional Lévy-driven Ornstein--Uhlenbeck process under sparsity constraints. It is shown that both Lasso a…