Functional time series prediction via conditional mode estimation

DOI10.1016/j.crma.2005.01.016zbMath1058.62076OpenAlexW2095533358MaRDI QIDQ1771046

Philippe Vieu, Frédéric Ferraty, Ali Laksaci

Publication date: 7 April 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2005.01.016

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Strong limit theorems (60F15)

Related Items (21)

Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data ⋮ A Statistical Learning Approach to Modal Regression ⋮ Nonparametric estimation of the conditional mode when the regressor is functional ⋮ Non parametric estimation of the conditional density function with right-censored and dependent data ⋮ Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation ⋮ Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density ⋮ Estimation of a functional single index model with dependent errors and unknown error density ⋮ Local linear conditional cumulative distribution function with mixing data ⋮ Conditional mode estimation for functional stationary ergodic data with responses missing at random ⋮ Methods for Scalar‐on‐Function Regression ⋮ Asymptotic normality of the regression mode in the nonparametric random design model for censored data ⋮ Asymptotic normality of conditional mode estimation for functional dependent data ⋮ On the strong uniform consistency of the mode estimator for censored time series ⋮ On spatial conditional mode estimation for a functional regressor ⋮ Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes ⋮ On the conditional density estimation for continuous time processes with values in functional spaces ⋮ Asymptotic Properties of the Semi-Parametric Estimators of the Conditional Density for Functional Data in the Single Index Model with Missing Data at Random ⋮ On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data ⋮ Note on conditional mode estimation for functional dependent data ⋮ Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density ⋮ Kernel Conditional Density Estimation When the Regressor is Valued in a Semi-Metric Space

Cites Work

• Unnamed Item
• Curves discrimination: a nonparametric functional approach
• Estimating some characteristics of the conditional distribution in nonparametric functional models
• A note on prediction via estimation of the conditional mode function
• Functional nonparametric model for time series: a fractal approach for dimension reduction
• Nonparametric Estimation of the Mode of A Distribution of Random Curves
• Normalité asymptotique d'estimateurs convergents du mode conditionnel
• Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis

This page was built for publication: Functional time series prediction via conditional mode estimation