Improved estimation method for high dimension semimartingale regression models based on discrete data

Improved estimation method for high dimension semimartingale regression models based on discrete data

We consider the robust adaptive nonparametric estimation problem for a periodic function observed in the framework of a continuous time regression model with semimartingale noises, i.e. by incomplete observations. As an example, we consider the regression model with noise defined by non-Gaussian Orn...

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Bibliographic Details
Published in:	Statistical inference for stochastic processes Vol. 25, № 3. P. 537-576
Main Author:	Pchelintsev, Evgeny A.
Other Authors:	Pergamenshchikov, Serguei M., Leshchinskaya, Maria
Format:	Article
Language:	English
Subjects:	непараметрическая регрессия семимартингальный шум большие данные статьи в журналах
Online Access:	https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:001156460 Перейти в каталог НБ ТГУ

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