Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise
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DOI: 10.1023/A:1025875212695
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Cited by:
- E. A. Pchelintsev & S. M. Pergamenshchikov, 2018. "Oracle inequalities for the stochastic differential equations," Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 469-483, July.
- Vlad Stefan Barbu & Slim Beltaief & Sergey Pergamenshchikov, 2019. "Robust adaptive efficient estimation for semi-Markov nonparametric regression models," Statistical Inference for Stochastic Processes, Springer, vol. 22(2), pages 187-231, July.
- Renshaw, Eric & Mateu, Jorge & Saura, Fuensanta, 2007. "Disentangling mark/point interaction in marked-point processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3123-3144, March.
- Victor Konev & Serguei Pergamenchtchikov, 2010. "General model selection estimation of a periodic regression with a Gaussian noise," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 1083-1111, December.
- Victor, Konev & Serguei, Pergamenchtchikov, 2015. "Robust model selection for a semimartingale continuous time regression from discrete data," Stochastic Processes and their Applications, Elsevier, vol. 125(1), pages 294-326.
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Keywords
fixed-accuracy estimation; periodic regression; coloured noise; nuisance parameter;All these keywords.
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