Kou Fujimori


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Selector Mathematics
Cox Proportional Hazards Model Mathematics
Diffusion Process Mathematics
Linear Model Mathematics
Variable Selection Mathematics
High-dimensional Mathematics
Partial Likelihood Mathematics
Hessian matrix Mathematics

Research Output 2017 2018

The Dantzig selector for a linear model of diffusion processes

Fujimori, K., 2018 Jan 1, (Accepted/In press) In : Statistical Inference for Stochastic Processes.

Research output: Contribution to journalArticle

Diffusion Process
Linear Model
Variable Selection
Discrete Time Observations
Cox Proportional Hazards Model
Partial Likelihood
Hessian matrix