7 citations · 7 across the 3 of their papers we have counts for
4 papers
Sequential Model Selection Method for Nonparametric Autoregression
Ouerdia Arkoun, Jean-Yves Brua, Serguei Pergamenshchikov
In this paper for the first time the nonparametric autoregression estimation problem for the quadratic risks is considered. To this end we develop a new adaptive sequential model s…
Sequential robust efficient estimation for nonparametric autoregressive models
Ouerdia Arkoun, Serguei Pergamenchtchikov
We construct efficient robust truncated sequential estimators for the pointwise estimation problem in nonparametric autoregression models with smooth coefficients. For Gaussian mod…
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…
Nonparametric estimation for an autoregressive model
Ouerdia Arkoun, Serguei Pergamenchtchikov
The paper deals with the nonparametric estimation problem at a given fixed point for an autoregressive model with unknown distributed noise. Kernel estimate modifications are propo…