An orthogonal series estimate of time-varying regression

MaRDI QIDQ792052zbMATH OpenFDO

Authors Włodzimierz Greblicki, Danuta Rutkowska, Leszek Rutkowski

Publication date 1983

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

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)

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Cites work

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• A Dynamic Stochastic Approximation Method
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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
• scientific article; zbMATH DE number 1779489 (Why is no real title available?)
• scientific article; zbMATH DE number 721751 (Why is no real title available?)
• Orthogonal series regression estimators for an irregularly spaced design
• Nonparametric regression: An up–to–date bibliography

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