Non-parametric estimation in a semimartingaleregression model. Part 1. Oracle inequalities | Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mekhanika – Tomsk State University Journal of Mathematics and Mechanics. 2009. № 3 (7).

Non-parametric estimation in a semimartingaleregression model. Part 1. Oracle inequalities

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Keywords

Non-asymptotic estimation, Non-parametric regression, Model selection, Sharp oracle inequality, Semimartingale noise

Authors

NameOrganizationE-mail
Konev V.V.vvkonev@mail.tsu.ru
Pergamenshchikov S.M.Serge.Pergamenchtchikov@univ-rouen.fr
Всего: 2

References

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 Non-parametric estimation in a semimartingaleregression model. Part 1. Oracle inequalities | Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mekhanika – Tomsk State University Journal of Mathematics and Mechanics. 2009. № 3 (7).

Non-parametric estimation in a semimartingaleregression model. Part 1. Oracle inequalities | Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mekhanika – Tomsk State University Journal of Mathematics and Mechanics. 2009. № 3 (7).

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