Efficient estimation methods for non-Gaussian regression models in continuous time (Q2075451): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10463-021-00790-7 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3135361814 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model selection for the robust efficient signal processing observed with small Lévy noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-parametric estimation of the spiking rate in systems of interacting neurons / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3920437 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5869062 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5869069 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient robust nonparametric estimation in a semimartingale regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust model selection for a semimartingale continuous time regression from discrete data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of a Regression with the Pulse Type Noise from Discrete Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4768492 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3330343 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4841576 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Standard Asymptotic Confidence Ellipsoids of Wald / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5203525 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal pointwise adaptive methods in nonparametric estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4511091 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improved estimation in a non-Gaussian parametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Oracle inequalities for the stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: IMPROVED MODEL SELECTION METHOD FOR AN ADAPTIVE ESTIMATION IN SEMIMARTINGALE REGRESSION MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improved robust model selection methods for a Lévy nonparametric regression in continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to nonparametric estimation / rank
 
Normal rank

Latest revision as of 00:05, 28 July 2024

scientific article
Language Label Description Also known as
English
Efficient estimation methods for non-Gaussian regression models in continuous time
scientific article

    Statements

    Efficient estimation methods for non-Gaussian regression models in continuous time (English)
    0 references
    0 references
    14 February 2022
    0 references
    regression model
    0 references
    Lévy process
    0 references
    asymptotic efficiency
    0 references
    weighted least squares estimates
    0 references
    Pinsker constant
    0 references
    quadratic risk
    0 references

    Identifiers