Improved estimation via model selection method for semimartingale regressions based on discrete data
Evgeny A. PchelintsevSerguei M. PergamenshchikovMaria A. Povzun
所有作者
Evgeny A. PchelintsevSerguei M. PergamenshchikovMaria A. Povzun
文献摘要
We consider the robust adaptive nonparametric estimation problem for a
periodic function observed in the framework of a continuous time regression
model with semimartingale noises.