Oracle inequalities for the stochastic differential equations (Q1656857)
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English | Oracle inequalities for the stochastic differential equations |
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Oracle inequalities for the stochastic differential equations (English)
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10 August 2018
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nonparametric regression
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weighted least squares estimates
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improved non-asymptotic estimation
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robust quadratic risk
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Lévy process
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Ornstein-Uhlenbeck process
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semi-Markov process
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model selection
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sharp oracle inequality
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adaptive estimation
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asymptotic efficiency
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