On-line nonparametric estimation.

Rafail Khasminskii

SORT (2004)

  • Volume: 28, Issue: 1, page 1-8
  • ISSN: 1696-2281

Abstract

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A survey of some recent results on nonparametric on-line estimation is presented. The first result deals with an on-line estimation for a smooth signal S(t) in the classic 'signal plus Gaussian white noise' model. Then an analogous on-line estimator for the regression estimation problem with equidistant design is described and justified. Finally some preliminary results related to the on-line estimation for the diffusion observed process are described.

How to cite

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Khasminskii, Rafail. "On-line nonparametric estimation.." SORT 28.1 (2004): 1-8. <http://eudml.org/doc/40447>.

@article{Khasminskii2004,
abstract = {A survey of some recent results on nonparametric on-line estimation is presented. The first result deals with an on-line estimation for a smooth signal S(t) in the classic 'signal plus Gaussian white noise' model. Then an analogous on-line estimator for the regression estimation problem with equidistant design is described and justified. Finally some preliminary results related to the on-line estimation for the diffusion observed process are described.},
author = {Khasminskii, Rafail},
journal = {SORT},
keywords = {Ruido blanco; Proceso de Gauss; Filtrado; Estimación no paramétrica},
language = {eng},
number = {1},
pages = {1-8},
title = {On-line nonparametric estimation.},
url = {http://eudml.org/doc/40447},
volume = {28},
year = {2004},
}

TY - JOUR
AU - Khasminskii, Rafail
TI - On-line nonparametric estimation.
JO - SORT
PY - 2004
VL - 28
IS - 1
SP - 1
EP - 8
AB - A survey of some recent results on nonparametric on-line estimation is presented. The first result deals with an on-line estimation for a smooth signal S(t) in the classic 'signal plus Gaussian white noise' model. Then an analogous on-line estimator for the regression estimation problem with equidistant design is described and justified. Finally some preliminary results related to the on-line estimation for the diffusion observed process are described.
LA - eng
KW - Ruido blanco; Proceso de Gauss; Filtrado; Estimación no paramétrica
UR - http://eudml.org/doc/40447
ER -

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