Nonparametric regression with martingale increment errors

DOI10.1016/j.spa.2011.08.002zbMath1226.62036arXiv1010.6209OpenAlexW2050740562MaRDI QIDQ645603

Sylvain Delattre, Stéphane Gaïffas

Publication date: 10 November 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.6209

zbMATH Keywords

\(\beta\)-mixingkernel estimationadaptationminimax ratesLepski's methodrandom ratesself-normalized martingales

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Martingales with discrete parameter (60G42)

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