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The paper considers the problem of robust estimating a periodic function in a continuous time regression model with the dependent disturbances given by a general square integrable semimartingale with an unknown distribution. An example of such a noise is a non-Gaussian Ornstein–Uhlenbeck process with jumps (see (
(2001) 167–241), (
(2008) 879–908)). An adaptive model selection procedure, based on the weighted least square estimates, is proposed. Under general moment...
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