On-line nonparametric estimation

Khasminskii, Rafail

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Khasminskii, Rafail

Document typeArticle

Date issued2004

PublisherInstitut d'Estadística de Catalunya

Rights accessOpen Access

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.

CitationKhasminskii, Rafail. "On-line nonparametric estimation". SORT, 2004, Vol. 28, núm. 1

URIhttp://hdl.handle.net/2099/3748

ISSN1696-2281

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SORT (Statistics and Operations Research Transactions) - 2004, Vol. 28, Núm. 1 [7]

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