Sparse Multivariate Diffusions: Project Home – R-Forge

Project description

Inference for discretely observed high dimensional diffusions given by SDEs with a sparse drift based on penalized loss function estimation and subsampling methods.

Public Areas
 Mailing Lists (1 public mailing list)
 SCM Repository (Subversion: 246 commits, 134 adds)
Thanks to:
Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge