Normal view
MARC view
Non-parametric estimation in a semimartingale regression model. Part 1. Oracle inequalities V. V. Konev, S. M. Pergamenshchikov
Material type: ArticleContent type: Текст Media type: электронный Subject(s): непараметрическая регрессия | оракульные неравенства | семимартингальный шумGenre/Form: статьи в журналах Online resources: Click here to access online In: Вестник Томского государственного университета. Математика и механика № 3. С. 23-41Abstract: This paper considers the problem of estimating a periodic function in a continuoustime regression model with a general square integrable semimartingale noise. Amodel selection adaptive procedure is proposed. Sharp non-asymptotic oracleinequalities have been derived.No physical items for this record
Библиогр.: 19 назв.
This paper considers the problem of estimating a periodic function in a continuoustime regression model with a general square integrable semimartingale noise. Amodel selection adaptive procedure is proposed. Sharp non-asymptotic oracleinequalities have been derived.
There are no comments on this title.
Log in to your account to post a comment.