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| HAL: hal-00465587, version 1 |
| arXiv: 1004.5199 |
| Detailed view |  Export this paper |
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| Available versions: | v1 (2010-04-29) | v2 (2010-11-10) |
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| Sequential adaptive estimators in nonparametric autoregressive models |
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| Ouerdia Arkoun 1 |
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| (2010-03-03) |
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| 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. |
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| 1: | Laboratoire de Mathématiques Raphaël Salem (LMRS) |
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CNRS : UMR6085 – Université de Rouen |
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| Subject | : | Mathematics/Statistics Statistics/Statistics Theory |
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| Adaptive estimation – kernel estimator – minimax – nonparametric autoregression. |
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| hal-00465587, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00465587 | |
| oai:hal.archives-ouvertes.fr:hal-00465587 | |
| From: Ouerdia Arkoun | |
| Submitted on: Tuesday, 27 April 2010 16:46:34 | |
| Updated on: Thursday, 29 April 2010 08:41:53 | |
