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- Title
NON ASYMPTOTIC SHARP ORACLE INEQUALITIES FOR THE IMPROVED MODEL SELECTION PROCEDURES FOR THE ADAPTIVE NONPARAMETRIC SIGNAL ESTIMATION PROBLEM.
- Authors
Pchelintsev, Evgeny; Pchelintsev, Valeriy; Pergamenshchikov, Serguei
- Abstract
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.
- Subjects
NONPARAMETRIC signal detection; PERIODIC functions; LEAST squares; ASYMPTOTIC efficiencies; ROBUST control
- Publication
Komunikácie, 2018, Vol 20, Issue 1, p73
- ISSN
1335-4205
- Publication type
Article
- DOI
10.26552/com.c.2018.1.73-77