scientific article; zbMATH DE number 7795528

DOI10.17223/19988621/85/2MaRDI QIDQ6183175

Evgeny Pchelintsev, Serguei Pergamenchtchikov, Unnamed Author

Publication date: 26 January 2024

Full work available at URL: http://mathnet.ru/eng/vtgu1026

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

efficient estimationrobust estimationnonparametric estimationPinsker constantnon-Gaussian regression models in continuous timesuper-efficient estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

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• Robust model selection for a semimartingale continuous time regression from discrete data
• Oscillation matrices with spline smoothing
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• Model selection for the robust efficient signal processing observed with small Lévy noise
• Efficient estimation methods for non-Gaussian regression models in continuous time
• Improved estimation method for high dimension semimartingale regression models based on discrete data
• Estimation of a Regression with the Pulse Type Noise from Discrete Data

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