2 papers
math.ST2018
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…
math.ST2007
Asymptotically efficient estimators for nonparametric heteroscedastic regression models
Jean-Yves Brua
This paper concerns the estimation of the regression function at a given point in nonparametric heteroscedastic models with Gaussian noise or with noise having unknown distribution…