Sequential adaptive estimators in nonparametric autoregressive models
Résumé
We constuct a sequential adaptive procedure for estimating the autoregressive function at a given point in nonparametric autoregression models with Gaussian noise. We make use of the sequential kernel estimators. The optimal adaptive convergence rate is given as well as the upper bound for the minimax risk.
| Origine | Fichiers produits par l'(les) auteur(s) |
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