Sequential adaptive estimators in nonparametric autoregressive models
Arkoun, Ouerdia
Original · EN
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.
English translation
This paper has no Arabic translation yet. Be the first: it takes a few seconds, and the result is stored for every future reader.