arXiv Open Access 2010

Sequential adaptive estimators in nonparametric autoregressive models

Ouerdia Arkoun

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Abstrak

We constuct a sequential adaptive procedure for estimating the autoregressive function at a given point in nonparametric autoregression models with Gaussian noise. We make use of the sequential kernel estimators. The optimal adaptive convergence rate is given as well as the upper bound for the minimax risk.

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math.ST

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Ouerdia Arkoun

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APA MLA BibTeX

Arkoun, O. (2010). Sequential adaptive estimators in nonparametric autoregressive models. https://arxiv.org/abs/1004.5199

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Informasi Jurnal

Tahun Terbit: 2010
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓