On-line nonparametric estimation

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Document typeArticle
Defense date2004
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
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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
ISSN1696-2281
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