output
20022025
most citedCluster expansion for abstract polymer models. New bounds from an old approach

80 citations

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Showing 2010 · math.STShow all

4 papers · 2 filters

math.ST2010★ 20 cited

General model selection estimation of a periodic regression with a Gaussian noise

Victor Konev, Serguei Pergamenchtchikov

This paper considers the problem of estimating a periodic function in a continuous time regression model with an additive stationary gaussian noise having unknown correlation funct…

math.ST2010

Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields

Mohamed El Machkouri

We prove the asymptotic normality of the kernel density estimator (introduced by Rosenblatt (1956) and Parzen (1962)) in the context of stationary strongly mixing random fields. Ou…

math.ST2010

Sequential adaptive estimators in nonparametric autoregressive models

Ouerdia Arkoun

We constuct a sequential adaptive procedure for estimating the autoregressive function at a given point in nonparametric autoregression models with Gaussian noise. We make use of t…

math.ST2010

Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression

Leonid Galtchouk, Serguei Pergamenchtchikov

The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper, 2007, for estimating an unknown nonparametric regression. %\cite{GaPe1}. We prove…