Efficiency in multivariate functional nonparametric models with autoregressive errors

DOI10.1016/J.JMVA.2016.01.007zbMath1334.62057OpenAlexW2259314112MaRDI QIDQ272071

Sophie Dabo-Niang, Camille Ternynck, Serge Guillas

Publication date: 20 April 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.01.007

zbMATH Keywords

time serieskernel regressionfunctional dataautoregressive processpre-whitening

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Uses Software

• fda (R)

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