Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency

17 September 2009

Papers citing "Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency"

6 / 6 papers shown

Title
General model selection estimation of a periodic regression with a Gaussian noise V. Konev S. Pergamenchtchikov 81 22 0 05 Nov 2010
Efficient robust nonparametric estimation in a semimartingale regression model V. Konev S. Pergamenchtchikov 94 25 0 16 Oct 2010
Sharp non-asymptotic oracle inequalities for nonparametric heteroscedastic regression models L. Galtchouk S. Pergamenchtchikov 69 36 0 08 Feb 2010
Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression L. Galtchouk S. Pergamenchtchikov 66 37 0 08 Feb 2010
Non-parametric estimation in a semimartingale regression model. Part 1. Oracle Inequalities V. Konev S. Pergamenchtchikov 62 20 0 17 Sep 2009
Asymptotically efficient estimators for nonparametric heteroscedastic regression models Jean-Yves Brua 111 5 0 29 Nov 2007