Ciolek, Gabriela

1. On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model
   2020/08/03 by Ciolek, Gabriela, Marushkevych, Dmytro, Podolskij, Mark · 1 citation
   #60G15 #62H12 #62M05 #62M99 #FOS: Mathematics #Statistics Theory (math.ST)
2. On Lasso estimator for the drift function in diffusion models
   2022/09/13 by Ciolek, Gabriela, Marushkevych, Dmytro, Podolskij, Mark · 1 citation
   #FOS: Mathematics #Statistics Theory (math.ST)