Non-parametric estimation in a semimartingale regression model. I: Oracle inequalities (Q5869062)
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scientific article; zbMATH DE number 7592862
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| English | Non-parametric estimation in a semimartingale regression model. I: Oracle inequalities |
scientific article; zbMATH DE number 7592862 |
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27 September 2022
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non-asymptotic estimation
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nonparametric regression
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model selection
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sharp oracle inequality
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semimartingale noise
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0.8782909512519836
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0.855984091758728
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0.8385198712348938
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0.831062912940979
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0.82221919298172
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