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

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

E. Pchelintsev
S. Pergamenshchikov
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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
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