Adaptive model selection method for a conditionally Gaussian semimartingale regression in continuous time

11 November 2018

Papers citing "Adaptive model selection method for a conditionally Gaussian semimartingale regression in continuous time"

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Title
Improved estimation via model selection method for semimartingale regressions based on discrete data E. Pchelintsev S. Pergamenshchikov M. Povzun 20 0 0 16 Sep 2019