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Minimaxity of the method of regularization on stochastic processes - MaRDI portal

Minimaxity of the method of regularization on stochastic processes (Q1170856)

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scientific article; zbMATH DE number 3784160
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Minimaxity of the method of regularization on stochastic processes
scientific article; zbMATH DE number 3784160

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    Minimaxity of the method of regularization on stochastic processes (English)
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    1982
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    method of regularization
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    smoothing-spline interpolation
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    squared loss
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    autoregressive processes
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    robustness
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    estimation of mean functions of stochastic processes
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