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pro vyhledávání: '"Maria Leshchinskaya"'
Publikováno v:
Statistical Inference for Stochastic Processes. 25:537-576
In this paper we study a high dimension (Big Data) regression model in continuous time observed in the discrete time moments with dependent noises defined by semimartingale processes. To this end an improved (shrinkage) estimation method is developed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::433ff598c291c3e041ba36bf0305590c
https://doi.org/10.1007/s11203-021-09258-0
https://doi.org/10.1007/s11203-021-09258-0
Autor:
Tatiana Ledeneva, Maria Leshchinskaya
Publikováno v:
2022 4th International Conference on Control Systems, Mathematical Modeling, Automation and Energy Efficiency (SUMMA).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1c4254e9b3d2a435b84c31a9e6d81dca
https://doi.org/10.1109/summa57301.2022.9973441
https://doi.org/10.1109/summa57301.2022.9973441