On-line nonparametric estimation

• Autores: R. Khasminskii
• Localización: Sort: Statistics and Operations Research Transactions, ISSN 1696-2281, Vol. 28, Nº. 1, 2004, págs. 1-8
• Idioma: inglés
• Títulos paralelos:
  • Estimación on-line no paramétrica.
• Enlaces
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• Resumen

  • 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.