Super-efficient robust estimation in Lévy continuous time regression models from discrete data
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Cites work
- Efficient estimation methods for non-Gaussian regression models in continuous time
- Efficient robust nonparametric estimation in a semimartingale regression model
- Estimation of a Regression with the Pulse Type Noise from Discrete Data
- scientific article; zbMATH DE number 3733065 (Why is no real title available?)
- scientific article; zbMATH DE number 44889 (Why is no real title available?)
- scientific article; zbMATH DE number 782641 (Why is no real title available?)
- Improved estimation in a non-Gaussian parametric regression
- Improved estimation method for high dimension semimartingale regression models based on discrete data
- Model selection for the robust efficient signal processing observed with small Lévy noise
- Oscillation matrices with spline smoothing
- Robust model selection for a semimartingale continuous time regression from discrete data
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