Improved estimation method for high dimension semimartingale regression models based on discrete data (Q2676878)
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| Language | Label | Description | Also known as |
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| English | Improved estimation method for high dimension semimartingale regression models based on discrete data |
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Improved estimation method for high dimension semimartingale regression models based on discrete data (English)
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28 September 2022
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non-parametric regression
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semimartingale noise
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big data
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incomplete observations
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improved non-asymptotic estimation
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least squares estimates
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robust quadratic risk
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Ornstein-Uhlenbeck-Lévy process
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model selection
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sharp oracle inequality
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asymptotic efficiency
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