Oracle inequalities for the stochastic differential equations

This paper is a survey of recent results on the adaptive robust non parametric methods for the continuous time regression model with the semi - martingale noises with jumps. The noises are modeled by the Lévy processes, the Ornstein -- Uhlenbeck processes and semi-Markov processes. We represent the...

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Veröffentlicht in:	arXiv.org 2017-12
Hauptverfasser:	Pchelintsev, Evgeny, Pergamenshchikov, Serguei
Format:	Artikel
Sprache:	eng
Schlagworte:	Differential equations Economic models Estimating techniques Inequalities Markov chains Martingales Mathematics - Statistics Theory Regression models Robustness (mathematics) Statistics - Theory
Online-Zugang:	Volltext
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