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Conference papers

Adaptive estimators in nonparametric autoregressive models

Abstract : 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.
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Submitted on : Friday, May 22, 2009 - 9:21:41 AM
Last modification on : Tuesday, October 19, 2021 - 4:13:33 PM
Long-term archiving on: : Thursday, June 10, 2010 - 11:43:11 PM

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Ouerdia Arkoun. Adaptive estimators in nonparametric autoregressive models. 41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France. ⟨inria-00386789⟩

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