Adaptive estimators in nonparametric autoregressive models
Résumé
This paper deals with the estimation of a autoregression function at a given point in nonparametric autoregression models with Gaussian noise. An adaptive kernel estimator which attains the minimax rate is constructed for the minimax risk.
Domaines
Statistiques [math.ST]
Origine : Fichiers produits par l'(les) auteur(s)
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