Estimation …

We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate … regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence … as univariate function estimation. For the test statistic, asymptotic normal theory is established. These theoretical …

problem of online estimation of current values of w = w(T) and a = a(T) from the observations SI , ... ,ST. We propose an … adaptive method of estimation which does not use any information about time homogeneity of the obscured process. We apply this …

alternative for modelling financial data exhibiting skewness and fat tails. In this paper we explore the Bayesian estimation of …

series with a zero spectral density at some frequency. Estimation and inference can be performed using an Instrumental …

estimation ; minimax regret ; ANOVA ; discrete explanatory variable ; twoway classification …

equivalent sequence in the density estimation model with i. i. d. observations. The recipe is, to put it roughly, to calculate … distance ; Markov kernel ; curve estimation …