An orthogonal series estimate of time-varying regression

zbMATH Open0536.62072MaRDI QIDQ792052FDOQ792052

Authors: Włodzimierz Greblicki, Danuta Rutkowska, Leszek Rutkowski 

Publication date: 1983

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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zbMATH Keywords

asymptotic propertiesconsistencyHermite polynomialsorthogonal series estimatesLegendre systemsnonstationary regression functionRobbins-Monro approximationunknown Fourier coefficients

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10)

Cites Work

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• On Strong Consistency of Density Estimates
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Cited In (8)

• On the Cesàro-means-based orthogonal series approach to learning time-varying regression functions
• On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
• On Fourier coefficient estimators consistent in the mean-square sense
• Tracking optimization in nonparametric identification of time-varying nonlinear systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Orthogonal series regression estimators for an irregularly spaced design
• Nonparametric regression: An up–to–date bibliography

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