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...
| Опубликовано в: : | Statistical inference for stochastic processes Vol. 25, № 3. P. 537-576 |
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| Главный автор: | |
| Другие авторы: | , |
| Формат: | Статья в журнале |
| Язык: | English |
| Предметы: | |
| Online-ссылка: | https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:001156460 Перейти в каталог НБ ТГУ |