Online Estimation of a Smooth Regression Function

DOI10.1137/S0040585X97979901zbMath1051.62037OpenAlexW2082739932MaRDI QIDQ4442935

Rafail Z. Khasminskii, Robert Sh. Liptser

Publication date: 21 January 2004

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97979901

zbMATH Keywords

regressionnonparametric estimationequidistant designonline tracking estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items (1)

Estimation and prediction of a non-constant volatility

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