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Improved robust model selection methods for a Lévy nonparametric regression in continuous time

  • Published:2019-04-26 Issue:3 Volume:31 Page:612-628
  • ISSN:1048-5252
  • Container-title:Journal of Nonparametric Statistics
  • language:en
  • Short-container-title:Journal of Nonparametric Statistics

Author:

Pchelintsev E. A.1ORCID,Pchelintsev V. A.2ORCID,Pergamenshchikov S. M.34ORCID

Affiliation:

1. Department of Mathematical Analysis and Theory of Functions, Tomsk State University, Tomsk, Russia

2. Division for Mathematics and Computer Sciences, Tomsk Polytechnic University, Tomsk, Russia

3. Laboratoire de Mathématiques Raphael Salem, Université de Rouen, Rouen, Cedex France

4. International Laboratory of Statistics of Stochastic Processes and Quantitative Finance, Tomsk State University, Tomsk, Russia

Funder

Russian Science Foundation

Ministry of Science and Higher Education

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Improved estimation method for high dimension semimartingale regression models based on discrete data;Statistical Inference for Stochastic Processes;2021-10-09

2. Efficient estimation methods for non-Gaussian regression models in continuous time;Annals of the Institute of Statistical Mathematics;2021-03-03

3. Efficient Improved Estimation Method for Non-Gaussian Regression from Discrete Data;Recent Developments in Stochastic Methods and Applications;2021

4. Improved signal processing observed with semi-Markov noises;Journal of Physics: Conference Series;2020-12-01

5. Robust signal processing in nonparametric autoregression;Journal of Physics: Conference Series;2020-08-01
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