Oracle inequalities for the stochastic differential equations (Q1656857)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Oracle inequalities for the stochastic differential equations
scientific article

    Statements

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