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13.363 Articles in journals published by the UPC
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On-line nonparametric estimation

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Khasminskii, Rafail
Document typeArticle
Defense date2004
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
Attribution-NonCommercial-NoDerivs 2.5 Spain
Except where otherwise noted, content on this work is licensed under a Creative Commons license : Attribution-NonCommercial-NoDerivs 2.5 Spain
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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