Efficient robust nonparametric estimation in a semimartingale regression model

16 October 2010

Papers citing "Efficient robust nonparametric estimation in a semimartingale regression model"

6 / 6 papers shown

Title
General model selection estimation of a periodic regression with a Gaussian noise V. Konev S. Pergamenchtchikov 78 22 0 05 Nov 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 61 37 0 08 Feb 2010
Non-parametric estimation in a semimartingale regression model. Part 1. Oracle Inequalities V. Konev S. Pergamenchtchikov 59 20 0 17 Sep 2009
Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency V. Konev S. Pergamenchtchikov 62 22 0 17 Sep 2009
Asymptotically efficient estimators for nonparametric heteroscedastic regression models Jean-Yves Brua 108 5 0 29 Nov 2007