Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Maria Povzun"'
Publikováno v:
Annals of the Institute of Statistical Mathematics. 2022. Vol. 74, № 1. P. 113-142
In this paper, we develop an efficient nonparametric estimation theory for continuous time regression models with non-Gaussian Lévy noises in the case when the unknown functions belong to Sobolev ellipses. Using the Pinsker’s approach, we provide
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3e265c6ba65e8a6d59521afa0800c13b
https://doi.org/10.1007/s10463-021-00790-7
https://doi.org/10.1007/s10463-021-00790-7
Autor:
Maria Povzun, Evgeny Pchelintsev
Publikováno v:
Journal of Physics: Conference Series. 1611:012060
In this paper we consider the problem of a robust adaptive estimation of a periodic signal modeled by the nonparametric autoregression. We develop a new sequential model selection method, using improved estimation approach and the efficient sequentia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::04e8c057d7b6795c0ebde43dcdad271c
https://doi.org/10.1088/1742-6596/1611/1/012060
https://doi.org/10.1088/1742-6596/1611/1/012060