Sequential adaptive estimators in nonparametric autoregressive models

Details Sequential adaptive estimators in nonparametric autoregressive models Sequential adaptive estimators in nonparametric autoregressive models

2010-04-29

arxiv.org/abs/1004.5199v2

Mathematics

Statistics Theory

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Sequential adaptive estimators in nonparametric autoregressive models does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Sequential adaptive estimators in nonparametric autoregressive models, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Sequential adaptive estimators in nonparametric autoregressive models will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-284552