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Hypotheses testing and posterior concentration rates for semi-Markov processes
V Barbu, Ghislaine Gayraud, N. Limnios +1
In this paper, we adopt a nonparametric Bayesian approach and investigate the asymptotic behavior of the posterior distribution in continuous time and general state space semi-Mark…
Robust adaptive efficient estimation for a semi-Markov continuous time regression from discrete data
Vlad Stefan Barbu, Slim Beltaief, Serguei Pergamenshchikov
In this article we consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises observed in discrete time moments. An adapt…
Robust adaptive efficient estimation for semi-Markov nonparametric regression models
Vlad Barbu, Slim Beltaif, Serguei Pergamenchtchikov
We consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises. An adaptive model selection procedure is proposed. Under g…