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On-line nonparametric estimation
| dc.contributor.author | Khasminskii, Rafail |
| dc.date.accessioned | 2007-11-12T19:10:49Z |
| dc.date.available | 2007-11-12T19:10:49Z |
| dc.date.issued | 2004 |
| dc.identifier.citation | Khasminskii, Rafail. "On-line nonparametric estimation". SORT, 2004, Vol. 28, núm. 1 |
| dc.identifier.issn | 1696-2281 |
| dc.identifier.uri | http://hdl.handle.net/2099/3748 |
| dc.description.abstract | A survey of some recent results on nonparametric on-line estimation is presented. The first result deals with an on-line estimation for a smooth signal S(t) in the classic ‘signal plus Gaussian white noise’ model. Then an analogous on-line estimator for the regression estimation problem with equidistant design is described and justified. Finally some preliminary results related to the on-line estimation for the diffusion observed process are described. |
| dc.format.extent | 1-8 |
| dc.language.iso | eng |
| dc.publisher | Institut d'Estadística de Catalunya |
| dc.relation.ispartof | SORT. 2004, Vol. 28, Núm. 1 [January-June] |
| dc.rights | Attribution-NonCommercial-NoDerivs 2.5 Spain |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.5/es/ |
| dc.subject.other | Inference |
| dc.title | On-line nonparametric estimation |
| dc.type | Article |
| dc.subject.lemac | Inferència |
| dc.subject.lemac | Processos estocàstics |
| dc.description.peerreviewed | Peer Reviewed |
| dc.subject.ams | Classificació AMS::62 Statistics::62G Nonparametric inference |
| dc.subject.ams | Classificació AMS::62 Statistics::62M Inference from stochastic processes |
| dc.rights.access | Open Access |
| local.personalitzacitacio | true |
