Efficient nonparametric estimation of square-integrable functions in continuous time regression models
In this paper we study an asymptotic efficiency property of the weighted least squares estimates for unknown square inte- grable functions in Gaussian regression models. We use the Pinsker approach. It is established that it is impossible to directly use the Pinsker method. Some conditions and an a...
| Published in: | Международная научная конференция "Робастная статистика и финансовая математика - 2019" (04-06 июля 2019 г.) : сборник статей С. 43-48 |
|---|---|
| Main Author: | |
| Other Authors: | , |
| Format: | Book Chapter |
| Language: | English |
| Subjects: | |
| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000790539 Перейти в каталог НБ ТГУ |