On estimation of the \(L_r\) norm of a regression function

DOI10.1007/s004409970006zbMath0921.62103OpenAlexW2078729747MaRDI QIDQ1284000

Vladimir Spokoiny, O. V. Lepskij, Arkadi Nemirovski

Publication date: 30 March 1999

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004409970006

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

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