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Conference Papers Year : 2009

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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Dates and versions

inria-00386789 , version 1 (22-05-2009)

Identifiers

  • HAL Id : inria-00386789 , version 1

Cite

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