Estimation of the regression operator from functional fixed-design with correlated errors

DOI10.1016/J.JMVA.2009.09.019zbMath1178.62031OpenAlexW1965541474MaRDI QIDQ1049550

Mustapha Rachdi, Karim Benhenni, Sonia Hedli-Griche

Publication date: 12 January 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.09.019

zbMATH Keywords

Ornstein-Uhlenbeck processlong memory processfractional ARIMA\((p,d,q)\) processfunctional fixed-designnegatively associated processnonparametric regression operatorshort memory process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

Related Items (16)

Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications ⋮ Regression operator estimation by delta-sequences method for functional data and its applications ⋮ Regression models with correlated errors based on functional random design ⋮ Nonparametric modelling for functional data: selected survey and tracks for future ⋮ Insensitivity of Nadaraya–Watson estimators to design correlation ⋮ On sufficient conditions for the consistency of local linear kernel estimators ⋮ Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation ⋮ Universal kernel-type estimation of random fields ⋮ Two-time-scale nonparametric recursive regression estimator for independent functional data ⋮ Dependent functional data ⋮ Nearest neighbors estimation for long memory functional data ⋮ Universal weighted kernel-type estimators for some class of regression models ⋮ Local polynomial estimation of regression operators from functional data with correlated errors ⋮ On the local linear modelization of the conditional distribution for functional data ⋮ Recursive nonparametric regression estimation for dependent strong mixing functional data ⋮ Local Weighted Average Estimation of the Regression Operator for Functional Data

Uses Software

• fda (R)
• longmemo

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