Adaptive efficient estimation for generalized semi-Markov big data models

DOI10.1007/S10463-022-00820-YMaRDI QIDQ2164796zbMATH OpenOpenAlexFDO

Authors Vlad Stefan Barbu, Slim Beltaief, Serguei Pergamenchtchikov

Publication date 17 August 2022

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-022-00820-y

zbMATH Keywords

model selectionregression modelasymptotic efficiencyrobust estimationadaptive estimationsharp oracle inequalitiesfractional Poisson processesnon-asymptotic estimationgeneralized semi-Markov processes

Mathematics Subject Classification ID

Statistics (62-XX)

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