Estimation of a Regression with the Pulse Type Noise from Discrete Data

DOI10.1137/S0040585X9798662XzbMath1357.62174OpenAlexW2069776102MaRDI QIDQ2931882

Evgeny Pchelintsev, Victor Konev, Serguei Pergamenchtchikov

Publication date: 28 November 2014

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x9798662x

zbMATH Keywords

discrete datasemimartingaleregression modelasymptotic minimaxityimproved estimatesmean square accuracypulse type noises

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (10)

ESTIMATING PARAMETERS IN A REGRESSION MODEL WITH DEPENDENT NOISES ⋮ ADAPTIVE ESTIMATION IN A HETEROSCEDASTIC NONPARAMETRIC REGRESSION ⋮ IMPROVED MODEL SELECTION METHOD FOR AN ADAPTIVE ESTIMATION IN SEMIMARTINGALE REGRESSION MODELS ⋮ Oracle inequalities for the stochastic differential equations ⋮ Improved estimation method for high dimension semimartingale regression models based on discrete data ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Model selection for the robust efficient signal processing observed with small Lévy noise ⋮ Improved robust model selection methods for a Lévy nonparametric regression in continuous time ⋮ Efficient estimation methods for non-Gaussian regression models in continuous time

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