@article{7c376e4e1cfc49079e0a37e9a689ddc0,
title = "On-line tracking of a smooth regression function",
abstract = "We construct an on-line estimator with equidistant design for tracking a smooth function from Stone-Ibragimov-Khasminskii's class. This estimator has the optimal convergence rate of risk to zero in sample size. The procedure for setting coefficients of the estimator is controlled by a single parameter and has a simple numerical solution. The off-line version of this estimator allows to eliminate a boundary layer. Simulation results are given.",
keywords = "Equidistant design, On-line tracking estimator",
author = "Lev Goldentayer and Robert Liptser",
note = "Funding Information: *This work is partially supported by a fellowship from the Yitzhak and Chaya Weinstein Research Institute for Signal Processing at Tel Aviv University. †Author for correspondence: Tel.: 972-0(3)-640-7195; Fax: 972(0)3-640-7095; e-mail: liptser@ eng.tau.ac.il",
year = "2006",
month = may,
doi = "10.1007/s11203-004-8121-3",
language = "אנגלית",
volume = "9",
pages = "17--30",
journal = "Statistical Inference for Stochastic Processes",
issn = "1387-0874",
publisher = "Springer Netherlands",
number = "1",
}