scientific article; zbMATH DE number 7592873
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Publication:5869069
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Publication date: 27 September 2022
Full work available at URL: https://arxiv.org/abs/0909.3150
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model selectionasymptotic efficiencynonparametric regressionsharp oracle inequalityrobust riskPinsker constantsemimartingale noise
Related Items (9)
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 ⋮ 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
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- Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models
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