Functional time series prediction via conditional mode estimation

DOI10.1016/J.CRMA.2005.01.016MaRDI QIDQ1771046zbMATH OpenOpenAlexFDO

Authors Frédéric Ferraty, Ali Laksaci, Philippe Vieu

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, https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2005.01.016/

Mathematics Subject Classification ID

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

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Cites work

• A note on prediction via estimation of the conditional mode function
• Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis
• Curves discrimination: a nonparametric functional approach
• Estimating some characteristics of the conditional distribution in nonparametric functional models
• Functional nonparametric model for time series: a fractal approach for dimension reduction
• scientific article; zbMATH DE number 1348391 (Why is no real title available?)
• Nonparametric Estimation of the Mode of A Distribution of Random Curves
• Normalité asymptotique d'estimateurs convergents du mode conditionnel

Cited in

(21)

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

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