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dc.contributor.authorKhasminskii, Rafail
dc.date.accessioned2007-11-12T19:10:49Z
dc.date.available2007-11-12T19:10:49Z
dc.date.issued2004
dc.identifier.citationKhasminskii, Rafail. "On-line nonparametric estimation". SORT, 2004, Vol. 28, núm. 1
dc.identifier.issn1696-2281
dc.identifier.urihttp://hdl.handle.net/2099/3748
dc.description.abstractA 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.extent1-8
dc.language.isoeng
dc.publisherInstitut d'Estadística de Catalunya
dc.relation.ispartofSORT. 2004, Vol. 28, Núm. 1 [January-June]
dc.rightsAttribution-NonCommercial-NoDerivs 2.5 Spain
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.5/es/
dc.subject.otherInference
dc.titleOn-line nonparametric estimation
dc.typeArticle
dc.subject.lemacInferència
dc.subject.lemacProcessos estocàstics
dc.description.peerreviewedPeer Reviewed
dc.subject.amsClassificació AMS::62 Statistics::62G Nonparametric inference
dc.subject.amsClassificació AMS::62 Statistics::62M Inference from stochastic processes
dc.rights.accessOpen Access


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