On-line nonparametric estimation.
Khasminskii, Rafail
SORT, Tome 28 (2004), p. 1-8 / Harvested from Biblioteca Digital de Matemáticas
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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.

Publié le : 2004-01-01
DMLE-ID : 3066 
@article{urn:eudml:doc:40447,
     title = {On-line nonparametric estimation.},
     journal = {SORT},
     volume = {28},
     year = {2004},
     pages = {1-8},
     mrnumber = {MR2076032},
     zbl = {1274.62243},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40447}
}

Khasminskii, Rafail. On-line nonparametric estimation.. SORT, Tome 28 (2004) pp. 1-8. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40447/