Adaptive efficient estimation for generalized semi-Markov big data models

DOI10.1007/s10463-022-00820-yOpenAlexW4220720556MaRDI QIDQ2164796

Slim Beltaief, Vlad Stefan Barbu, Serguei Pergamenchtchikov

Publication date: 17 August 2022

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-022-00820-y

zbMATH Keywords

model selectionasymptotic efficiencyadaptive estimationrobust estimationregression modelsharp oracle inequalitiesfractional Poisson processesnon-asymptotic estimationgeneralized semi-Markov processes

Mathematics Subject Classification ID

Statistics (62-XX)

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