Robust model selection for a semimartingale continuous time regression from discrete data (Q468742): Difference between revisions

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Revision as of 06:07, 9 July 2024

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Robust model selection for a semimartingale continuous time regression from discrete data
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    Robust model selection for a semimartingale continuous time regression from discrete data (English)
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    7 November 2014
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    semimartingale regression
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    estimation from discrete data
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    robust risk estimation
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    model selection
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    sharp oracle inequalities
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