Super-efficient robust estimation in Lévy continuous time regression models from discrete data
In this paper we consider the nonparametric estimation problem for a continuous time regression model with non-Gaussian Lévy noise of small intensity. The estimation problem is studied under the condition that the observations are accessi-ble only at discrete time moments. In this paper, based on t...
| Published in: | Вестник Томского государственного университета. Математика и механика № 85. С. 22-31 |
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| Main Author: | |
| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Subjects: | |
| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/koha:001009719 Перейти в каталог НБ ТГУ |