Non asymptotic sharp oracle inequalities for the improved model selection procedures for the adaptive nonparametric signal estimation problem

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Title: Non asymptotic sharp oracle inequalities for the improved model selection procedures for the adaptive nonparametric signal estimation problem
Creator: Pchelintsev, Evgeny A.
Creator: Pchelintsev, Valeriy A.
Creator: Pergamenshchikov, Serguei M.
Subject: Леви шумы
оракульные неравенства
Date: 2018
Description: In this paper, we consider the robust adaptive non parametric estimation problem for the periodic function observed with the Levy noises in continuous time. An adaptive model selection procedure, based on the improved weighted least square estimates, is proposed. Sharp oracle inequalities for the robust risks have been obtained.

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collection(s): Научное управление
Механико-математический факультет
Identifier: vtls:000658494
http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000658494
Type: статьи в журналах
Source: Communications - scientific letters of the University of Zilina. 2018. Vol. 20, № 1. P. 73-77
Language: eng

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Механико-математический факультет

Научное управление Non asymptotic sharp oracle inequalities for the improved model selection procedures for the adaptive nonparametric signal estimation problem