Pages that link to "Item:Q907060"

The following pages link to General model selection estimation of a periodic regression with a Gaussian noise (Q907060):

Displaying 12 items.

• Robust model selection for a semimartingale continuous time regression from discrete data (Q468742) (← links)
• Oracle inequalities for the stochastic differential equations (Q1656857) (← links)
• Efficient robust nonparametric estimation in a semimartingale regression model (Q1930661) (← links)
• Improved estimation in a non-Gaussian parametric regression (Q1943992) (← links)
• Confidence estimation of autoregressive parameters based on noisy data (Q1982848) (← links)
• Robust adaptive efficient estimation for semi-Markov nonparametric regression models (Q2316338) (← links)
• Improved estimation method for high dimension semimartingale regression models based on discrete data (Q2676878) (← links)
• (Q5043277) (← links)
• IMPROVED MODEL SELECTION METHOD FOR AN ADAPTIVE ESTIMATION IN SEMIMARTINGALE REGRESSION MODELS (Q5046326) (← links)
• Improved robust model selection methods for a Lévy nonparametric regression in continuous time (Q5228594) (← links)
• (Q5869062) (← links)
• (Q5869069) (← links)