Vestnik Tomskogo Gosudarstvennogo Universiteta. Matematika i Mekhanika
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Vestnik Tomskogo Gosudarstvennogo Universiteta. Matematika i Mekhanika, 2009, Number 3(7), Pages 23–41 (Mi vtgu70)  
This article is cited in 7 scientific papers (total in 7 papers)

MATHEMATICS

Non-parametric estimation in a semimartingale regression model. Part 1. Oracle inequalities

V. V. Koneva, S. M. Pergamenshchikovbc

a Tomsk State Uneversity, Department of Applied Mathematics
b Tomsk State University, Faculty of Mechanics and Mathematics
c Laboratoire de Mathematiques Raphael Salem
Full-text PDF (2119 kB) Citations (7)
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Abstract: This paper considers the problem of estimating a periodic function in a continuous time regression model with a general square integrable semimartingale noise. A model selection adaptive procedure is proposed. Sharp non-asymptotic oracle inequalities have been derived.
Keywords: Non-asymptotic estimation; Non-parametric regression; Model selection; Sharp oracle inequality; Semimartingale noise.

Accepted: August 26, 2009
Document Type: Article
UDC: 519.2
Language: Russian
Citation: V. V. Konev, S. M. Pergamenshchikov, “Non-parametric estimation in a semimartingale regression model. Part 1. Oracle inequalities”, Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2009, no. 3(7), 23–41
Citation in format AMSBIB
\Bibitem{KonPer09}
\by V.~V.~Konev, S.~M.~Pergamenshchikov
\paper Non-parametric estimation in a~semimartingale regression model. Part~1. Oracle inequalities
\jour Vestn. Tomsk. Gos. Univ. Mat. Mekh.
\yr 2009
\issue 3(7)
\pages 23--41
\mathnet{http://mi.mathnet.ru/vtgu70}
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    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Вестник Томского государственного университета. Математика и механика
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