General model selection estimation of a periodic regression with a Gaussian noise

DOI10.1007/s10463-008-0193-1zbMath1432.62075arXiv1011.1328OpenAlexW2085026009MaRDI QIDQ907060

Serguei Pergamenchtchikov, Victor Konev

Publication date: 1 February 2016

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

Full work available at URL: https://arxiv.org/abs/1011.1328

zbMATH Keywords

oracle inequalityimproved estimationnon-parametric regressionmodel selection procedureperiodic regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Diffusion processes (60J60)

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