Robust model selection for a semimartingale continuous time regression from discrete data (Q468742)
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scientific article; zbMATH DE number 6366978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust model selection for a semimartingale continuous time regression from discrete data |
scientific article; zbMATH DE number 6366978 |
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Robust model selection for a semimartingale continuous time regression from discrete data (English)
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7 November 2014
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semimartingale regression
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estimation from discrete data
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robust risk estimation
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model selection
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sharp oracle inequalities
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