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- W2553921780 abstract "We construct a robust truncated sequential estimator for the pointwise estimation problem in nonparametric autoregression models with smooth coefficients. For Gaussian models we propose an adaptive procedure based on the constructed sequential estimators. The minimax nonadaptive and adaptive convergence rates are established. It turns out that in this case these rates are the same as for regression models." @default.
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- W2553921780 date "2016-10-01" @default.
- W2553921780 modified "2023-10-13" @default.
- W2553921780 title "Sequential robust estimation for nonparametric autoregressive models" @default.
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- W2553921780 doi "https://doi.org/10.1080/07474946.2016.1238261" @default.
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