Orthogonal Series Estimation of Regression Functions in Nonstationary Conditions.
Tomasz GalkowskiMiroslaw PawlakPublished in: ICAISC (1) (2015)
Keyphrases
- non stationary
- fractional brownian motion
- adaptive algorithms
- sufficient conditions
- random fields
- nonparametric regression
- autoregressive
- gaussian markov random fields
- regression model
- estimation problems
- instantaneous frequency
- ordinary least squares
- linear regression
- fourier analysis
- semi parametric
- support vector
- density estimation
- parameter estimation
- model selection
- empirical mode decomposition
- correlation function
- discrete valued
- higher order
- multiresolution