On-line Tracking of a Smooth Regression Function
نویسندگان
چکیده
منابع مشابه
On-line Tracking of a Smooth Regression Function
We construct an on-line estimator with equidistant design for tracking a smooth function from Stone-Ibragimov-Khasminskii class. This estimator has the optimal convergence rate of risk to zero in sample size. The procedure for setting coefficients of the estimator is controlled by a single parameter and has a simple numerical solution. The off-line version of this estimator allows to eliminate ...
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ژورنال
عنوان ژورنال: Statistical Inference for Stochastic Processes
سال: 2006
ISSN: 1387-0874,1572-9311
DOI: 10.1007/s11203-004-8121-3