activity
20162019
most citedRobust adaptive efficient estimation for a semi-Markov continuous time regression from discrete data

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing 2016Show all

1 paper · 1 filter

math.ST2016

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…