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Showing 2010 · math.STShow all
3 papers · 2 filters
math.ST2010★ 4 cited
Non-asymptotic deviation inequalities for smoothed additive functionals in non-linear state-space models
Cyrille Dubarry, Sylvain Le Corff
The approximation of fixed-interval smoothing distributions is a key issue in inference for general state-space hidden Markov models (HMM). This contribution establishes non-asympt…
math.ST2010
Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
Olaf Kouamo, Céline Lévy-Leduc, Eric Moulines
In this paper, we study robust estimators of the memory parameter d of a (possibly) non stationary Gaussian time series with generalized spectral density f. This generalized spectr…
math.ST2010★ 3 cited
Context Tree Selection: A Unifying View
Aurélien Garivier, Florencia Leonardi
The present paper investigates non-asymptotic properties of two popular procedures of context tree (or Variable Length Markov Chains) estimation: Rissanen's algorithm Context and t…