Guaranteed estimation of logarithmic density derivative by dependent observations

DOI10.1007/978-1-4939-0569-0_31MaRDI QIDQ2787389zbMATH OpenOpenAlexFDO

Authors Vyacheslav A. Vasiliev

Publication date 25 February 2016

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4939-0569-0_31

zbMATH Keywords

fixed sample sizeguaranteed accuracymultivariate autoregressionnon-parametric logarithmic density derivative estimationratio estimationtruncated estimation method

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Cites work

• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• Non-parametric sequential estimation of a regression function based on dependent observations
• Non-parametric state space models
• Nonlinear system identification via direct weight optimization
• Nonparametric Identification of Autoregressions
• On Truncatd sequential estimation of the drifting parametermean in the first order autoregressive models
• OPTIMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN FIRST-ORDER AUTOREGRESSIVE PROCESSES
• Statistical Experiments and Decisions
• Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises
• Truncated sequential estimation of the parameters in a random regression

Cited in

(3)

• Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations
• A truncated estimation method with guaranteed accuracy
• On optimal adaptive prediction of multivariate autoregression

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