Functional nonparametric model for time series: a fractal approach for dimension reduction

DOI10.1007/BF02595710zbMath1020.62089OpenAlexW1984548450MaRDI QIDQ1872865

Philippe Vieu, Frédéric Ferraty, Aldo Goia

Publication date: 18 May 2003

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02595710

zbMATH Keywords

fractal dimensionkernel estimatorfunctional datamixing processessemi-normed linear spaces

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Probability theory on linear topological spaces (60B11)

Cites Work

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• Nonparametric statistics for stochastic processes. Estimation and prediction.
• On rigorous mathematical definitions of correlation dimension and generalized spectrum for dimensions
• Mixing: Properties and examples
• Linear processes in function spaces. Theory and applications
• Functional linear model
• Optimal global rates of convergence for nonparametric regression
• Testing Hypotheses in the Functional Linear Model
• Linear functional regression: The case of fixed design and functional response

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