Oracle inequalities for the stochastic differential equations (Q1656857)

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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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