HIGHLIGHTS
- who: Valentin Courgeau and Almut E. D. Veraart from the London, United Kingdom have published the Article: High-frequency estimation of the Lu00e9vy-driven Graph Ornstein-Uhlenbeck process, in the Journal: (JOURNAL)
- what: The authors compare those estimators to the standard least squares estimator through a simulation study extending known univariate results across configurations noise types and amplitudes. The authors show the asymptotic normality and consistency in variable selection of their Adaptive Lasso scheme, a sparse inference approach that infers a lean graph structure on which the GrOU model can be applied. More precisely, the . . .
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