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Problemy Peredachi Informatsii, 2010, Volume 46, Issue 1, Pages 25–41
(Mi ppi2008)
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This article is cited in 3 scientific papers (total in 3 papers)
Methods of Signal Processing
Nonparametric semirecursive identification in a wide sense of strong mixing processes
A. V. Kitaevaa, G. M. Koshkinbc a Tomsk Polytechnic University
b Tomsk State University
c Department of Informatization Problems, Tomsk Scientific Center, Siberian Branch of the Russian Academy of Sciences
Abstract:
We find principal parts of asymptotic mean-square errors of semirecursive nonparametric estimators of functionals of a multidimensional density function under the assumption that observations satisfy a strong mixing condition. Results are illustrated by an example of a nonlinear autoregression process.
Received: 21.01.2009 Revised: 13.11.2009
Citation:
A. V. Kitaeva, G. M. Koshkin, “Nonparametric semirecursive identification in a wide sense of strong mixing processes”, Probl. Peredachi Inf., 46:1 (2010), 25–41; Problems Inform. Transmission, 46:1 (2010), 22–37
Linking options:
https://www.mathnet.ru/eng/ppi2008 https://www.mathnet.ru/eng/ppi/v46/i1/p25
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Abstract page: | 436 | Full-text PDF : | 98 | References: | 80 | First page: | 8 |
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