Adaptive efficient estimation for generalized semi‑Markov big data models
In this paper we study generalized semi-Markov high dimension regression models in continuous time, observed at fixed discrete time moments. The generalized semi-Markov process has dependent jumps and, therefore, it is an extension of the semi-Markov regression introduced in Barbu et al. (Stat Infer...
| Published in: | Annals of the Institute of Statistical Mathematics Vol. 74, № 5. P. 925-955 |
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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:000999481 Перейти в каталог НБ ТГУ |