Improved model selection method for an adaptive estimation in semimartingale regression models (Q5046326)
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scientific article; zbMATH DE number 7609443
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| English | Improved model selection method for an adaptive estimation in semimartingale regression models |
scientific article; zbMATH DE number 7609443 |
Statements
IMPROVED MODEL SELECTION METHOD FOR AN ADAPTIVE ESTIMATION IN SEMIMARTINGALE REGRESSION MODELS (English)
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28 October 2022
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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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nonparametric regression
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semimartingale noise
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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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0.9075798988342284
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0.8933701515197754
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0.855984091758728
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0.8312005996704102
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