Robust adaptive efficient estimation for semi-Markov nonparametric regression models

Statistical Inference for Stochastic Processes - We consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises. An adaptive model...     

Adaptive efficient estimation for generalized semi-Markov big data models

Annals of the Institute of Statistical Mathematics - In this paper we study generalized semi-Markov high dimension regression models in continuous time, observed at fixed discrete time moments. The...