Nonparametric estimation of transfer functions: rates of convergence and adaptation

DOI10.1109/18.661510zbMath0902.62043OpenAlexW2125598711MaRDI QIDQ4400278

Alexander Goldenshluger

Publication date: 27 October 1998

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a6fb4ebf32d40dee2a29dbba6d669aa514f0b779

zbMATH Keywords

rates of convergencelower boundstransfer functionsleast squares estimatoradaptationnonparametric minimax

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Estimation and detection in stochastic control theory (93E10)

Related Items (6)

Parameter tuning in pointwise adaptation using a propagation approach ⋮ Unnamed Item ⋮ On the sample complexity of the linear quadratic regulator ⋮ Nonasymptotic bounds for autoregressive time series modeling. ⋮ Bayesian frequentist bounds for machine learning and system identification ⋮ Optimal prediction for linear regression with infinitely many parameters.

This page was built for publication: Nonparametric estimation of transfer functions: rates of convergence and adaptation