scientific article; zbMATH DE number 7592862

MaRDI QIDQ5869062

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Publication date: 27 September 2022

Full work available at URL: https://arxiv.org/abs/0909.3151

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zbMATH Keywords

model selectionnonparametric regressionsharp oracle inequalitynon-asymptotic estimationsemimartingale noise

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)

Related Items (10)

IMPROVED MODEL SELECTION METHOD FOR AN ADAPTIVE ESTIMATION IN SEMIMARTINGALE REGRESSION MODELS ⋮ Oracle inequalities for the stochastic differential equations ⋮ Adaptive efficient estimation for generalized semi-Markov big data models ⋮ Improved estimation method for high dimension semimartingale regression models based on discrete data ⋮ Unnamed Item ⋮ Robust model selection for a semimartingale continuous time regression from discrete data ⋮ 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 ⋮ Robust adaptive efficient estimation for semi-Markov nonparametric regression models ⋮ Efficient estimation methods for non-Gaussian regression models in continuous time

Cites Work

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• Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
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• Some Comments on C P
• A new look at the statistical model identification

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