Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency | Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mekhanika – Tomsk State University Journal of Mathematics and Mechanics. 2009. № 4(8).

Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency

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Authors

NameOrganizationE-mail
vvkonev@mail.tsu.ru
Serge.Pergamenchtchikov@univ-rouen.fr
Всего: 2

References

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Galtchouk, L. and Pergamenshchikov, S. Sharp non-asymptotic oracle inequalities for nonparametric heteroscedastic regression models, J. Nonparametric Statist., 21, No. 1, 1 - 16 (2009).
Galtchouk, L. and Pergamenshchikov, S. Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression via model selection, http://hal.archives-ouvertes.frhal-00326910/fr/ (2009)
Brua, J. Asymptotically efficient estimators for nonparametric heteroscedastic regression models, Stat. Methodol., 6(1), 47 - 60 (2009).
Konev, V.V. and Pergamenshchikov, S.M. General model selection estimation of a periodic regression with a Gaussian noise, Annals of the Institute of Statistical Mathematics, http://dx.doi.org/10.1007/s10463-008-0193-1 (2008)
Galtchouk, L. and Pergamenshchikov, S. Asymptotically efficient estimates for non parametric regression models, Statistics and Probability Letters, 76, No. 8, 852 - 860 (2006).
Konev, V.V. and Pergamenshchikov, S.M. Nonparametric estimation in a semimartingale regression model. Part 1. Oracle Inequalities, Vestnik TGU. Matematika i mehanika, No. 3(7), 23 - 41 (2009).
Galtchouk, L. and Pergamenshchikov, S. Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression, J. Korean Statist. Soc., http://ees.elsivier.com/jkss (2009)
 Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency | Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mekhanika – Tomsk State University Journal of Mathematics and Mechanics. 2009. № 4(8).

Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency | Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mekhanika – Tomsk State University Journal of Mathematics and Mechanics. 2009. № 4(8).

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