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math.ST2021
Adaptive efficient robust sequential analysis for autoregressive big data models
Ouerdia Arkoun, Jean-Yves Brua, Serguei Pergamenshchikov
In this paper we consider high dimension models based on dependent observations defined through autoregressive processes. For such models we develop an adaptive efficient estimatio…
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…