Confidence estimation of autoregressive parameters based on noisy data on observations with additive noise.
A sequential method has been developed for constructing
a fixed
Fixed accuracy estimation of parameters in a threshold autoregressive modelFor parameters in
a threshold autoregressive process, the paper proposes
a sequential modification
Non-parametric estimation in a semimartingale regression model. Part 1. Oracle inequalitiesThis paper considers the problem of estimating
a periodic function in
a continuoustime regression