On-line nonparametric estimation
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 equidis...
| Autor: | |
|---|---|
| Tipo de recurso: | artículo |
| Fecha de publicación: | 2004 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2099/3748 |
| Acceso en línea: | https://hdl.handle.net/2099/3748 |
| Access Level: | acceso abierto |
| Palabra clave: | Inference Inferència Processos estocàstics Classificació AMS::62 Statistics::62G Nonparametric inference Classificació AMS::62 Statistics::62M Inference from stochastic processes |
| Sumario: | 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. |
|---|