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05/16/2022
On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes
We investigate the problem of estimating the drift parameter of a high-d...
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09/27/2021
Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations
We consider nonparametric invariant density and drift estimation for a c...
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10/31/2020
