2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/130473We construct an on-line estimator with equidistant design for tracking a smooth function from Stone-Ibragimov-Khasminskii 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.13 pages, 2 figuresStatistics Theory62G05; Secondary 62M99On-line tracking of a smooth regression functiontext