Linear processes in function spaces. Theory and applications

From MaRDI portal
Publication:1581774

DOI10.1007/978-1-4612-1154-9zbMath0962.60004OpenAlexW4240782261WikidataQ117787884 ScholiaQ117787884MaRDI QIDQ1581774

Denis Bosq

Publication date: 8 October 2000

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4612-1154-9




Related Items

Dimension reduction for functional data based on weak conditional momentsFunctional nonparametric model for time series: a fractal approach for dimension reductionEstimation in partially observed functional linear quantile regressionDetecting relevant differences in the covariance operators of functional time series: a sup-norm approachRobust depth-based estimation of the functional autoregressive modelMissing responses at random in functional single index model for time series dataSpatial Cox processes in an infinite-dimensional frameworkA survey of functional principal component analysisAsymptotic properties of the kernel estimate of spatial conditional mode when the regressor is functionalTesting for serial independence of panel errorsBias reduction by projection on parametric models in Hilbertian nonparametric regressionIn-game win probabilities for the National Rugby LeagueFinite sample theory for high-dimensional functional/scalar time series with applicationsStatistical inference on the Hilbert sphere with application to random densitiesLocally polynomial Hilbertian additive regressionRegression operator estimation by delta-sequences method for functional data and its applicationsFunctional kernel estimation of the conditional extreme value index under random right censoringExpectile regression for spatial functional data analysis (sFDA)Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkageTests for circular symmetry of complex-valued random vectorsNonparametric regression for locally stationary functional time seriesAdaptive bandwidth selection in the long run covariance estimator of functional time seriesMixture of functional linear models and its application to CO\(_2\)-GDP functional dataLocal and global temporal correlations for longitudinal dataFrequency domain theory for functional time series: variance decomposition and an invariance principleDynamic partially functional linear regression modelOracally efficient estimation for dense functional data with holiday effectsFunctional linear regression with functional responsePCA-based estimation for functional linear regression with functional responsesFunctional envelope for model-free sufficient dimension reductionTesting for lack-of-fit in functional regression models against general alternativesConvergence rate of kernel regression estimation for time series data when both response and covariate are functionalKernel spatial density estimation in infinite dimension spaceEvaluating stationarity via change-point alternatives with applications to fMRI dataMonitoring the intraday volatility patternFunctional data analysis in the Banach space of continuous functionsOn the optimal reconstruction of partially observed functional dataLocally stationary functional time seriesNonparametric estimation of a scalar diffusion model from discrete time data: a surveyAsymptotics and practical aspects of testing normality with kernel methodsBootstrap methods for stationary functional time seriesRecursive estimation of the conditional geometric median in Hilbert spacesOn rate optimal local estimation in functional linear regressionConvergence of functional \(k\)-nearest neighbor regression estimate with functional responsesKernel regression with functional responseTesting the structural stability of temporally dependent functional observations and application to climate projectionsDependent functional dataNonparametric multivariate \(L_{1}\)-median regression estimation with functional covariatesA similarity measure for second order properties of non-stationary functional time series with applications to clustering and testingTesting for stationarity of functional time series in the frequency domainAdditive regression with Hilbertian responsesFunctional ARCH and GARCH models: a Yule-Walker approachA note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression modelFunctional data analysis by matrix completionRecent advances in functional data analysis and high-dimensional statisticsLocal polynomial estimation of regression operators from functional data with correlated errorsVolatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errorsCommuter of operators in a Hilbert spaceEstimation and testing for partially functional linear errors-in-variables modelsEstimation of partial derivative functionals with application to human mortality data analysisCovariate balancing functional propensity score for functional treatments in cross-sectional observational studiesRidge regression for the functional concurrent modelPrincipal component analysis for functional data on Riemannian manifolds and spheresSieve bootstrap for functional time seriesA more powerful test identifying the change in mean of functional dataOptimal rate for covariance operator estimators of functional autoregressive processes with random coefficientsRegularised forecasting via smooth-rough partitioning of the regression coefficientsHierarchical preconditioning for the stochastic Galerkin method: upper bounds to the strengthened CBS constantsKernel density estimator in an infinite-dimensional space with a rate of convergence in the case of diffusion process.A bootstrap-based KPSS test for functional time seriesWeak convergence for the covariance operators of a Hilbertian linear process.Varying coefficient functional autoregressive model with application to the U.S. treasuriesWavelet estimation of the dimensionality of curve time seriesRecursive nonparametric regression estimation for dependent strong mixing functional dataLasso estimation for spherical autoregressive processesA partition Dirichlet process model for functional data analysisDetecting structural breaks in eigensystems of functional time seriesAdditive regression for predictors of various natures and possibly incomplete Hilbertian responsesTwo-sample functional linear models with functional responsesFunctional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentrationOn the robustification of the kernel estimator of the functional modal regressionOracle-efficient estimation for functional data error distribution with simultaneous confidence bandOn functional data analysis and related topicsFourier-type tests of mutual independence between functional time seriesChange point analysis of covariance functions: a weighted cumulative sum approachResolvent estimators for functional autoregressive processes with random coefficientsConsistently recovering the signal from noisy functional dataOn projection methods for functional time series forecastingClassification from only positive and unlabeled functional dataLagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spacesTesting subspace restrictions in the presence of high dimensional nuisance parametersInfinite-dimensional divergence information analysisPrediction in functional regression with discretely observed and noisy covariatesUniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional dataEstimating the conditional distribution in functional regression problemsPreprocessing noisy functional data: a multivariate perspectiveOn consistency and sparsity for high-dimensional functional time series with application to autoregressionsPerturbation of functional tensors with applications to covariance operators.On spectral and random measures associated to discrete and continuous-time processesKernel regression estimation when the regressor takes values in metric spaceDescription length and dimensionality reduction in functional data analysisA Functional Wavelet–Kernel Approach for Time Series PredictionLeast Squares Consistent Estimates for Arbitrary Regression Functions Over an Abstract SpaceOn a minimum distance estimate of the period in functional autoregressive processesNonparametric Quantile Regression Estimation for Functional Dependent DataAn Application ofU-Statistics to Nonparametric Functional Data AnalysisLocal linear regression modelization when all variables are curvesLocal linear estimation of the regression function with Hilbertian variablesWhite noise testing and model diagnostic checking for functional time seriesRecursive kernel estimate of the conditional quantile for functional ergodic dataCovariate adjusted functional principal components analysis for longitudinal dataSEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETASOperational and Banach space-valued random measures. Application to stationary seriesPenalized contrast estimation in functional linear models with circular dataThe central limit theorem for a sequence of random processes with space-varying long memoryRegression models with correlated errors based on functional random designAsymptotics for spherical functional autoregressionsLikelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data AnalysisQuadratic forms of the empirical processes for the two-sample problem for functional dataTESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIESExact tests for the means of Gaussian stochastic processesBootstrap in semi-functional partial linear regression under dependenceSmooth LASSO estimator for the function-on-function linear regression modelRisk analysis of cumulative intraday return curvesModeling functional data: a test procedureOn visual distances for spectrum-type functional dataFunctional data clustering: a surveyHilbertian spatial periodically correlated first order autoregressive modelsInference for dependent error functional data with application to event-related potentialsConditional mode estimation for functional stationary ergodic data with responses missing at randomFunctional Generalized Autoregressive Conditional HeteroskedasticityFunctional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time seriesSPDE bridges with observation noise and their spatial approximationNonstationary fractionally integrated functional time seriesOn the Geometric Densities of Random Closed SetsWeak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing dataConsistency of the mean and the principal components of spatially distributed functional dataA test of significance in functional quadratic regressionAsymptotics of prediction in functional linear regression with functional outputsTesting for lack of dependence in the functional linear modelA stochastic procedure to solve linear ill-posed problemsInference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processesData-driven smooth tests for the martingale difference hypothesisA functional data analysis approach for genetic association studiesEmpirical Dynamics and Functional Data AnalysisPseudo-metrics as Interesting Tool in Nonparametric Functional RegressionSPHARMA approximations for stationary functional time series on the sphereConsistency of binary segmentation for multiple change-point estimation with functional dataFunctional methods for time series prediction: a nonparametric approachNonparametric time series prediction: A semi-functional partial linear modelingA Darling-Erdős-type CUSUM-procedure for functional dataOn the local linear modelization of the conditional distribution for functional dataOn estimation of mean and covariance functions in repeated time series with long-memory errorsNo effect tests in regression on functional variable and some applications to spectrometric studiesSieves estimator of the operator of a functional autoregressive processA sufficient condition for the CLT in the space of nuclear operators -- application to covariance of random functionsA new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating functionDynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errorsNonparametric M-estimation for functional stationary ergodic dataThe bootstrap in kernel regression for stationary ergodic data when both response and predictor are functionsProperties of principal component methods for functional and longitudinal data analysisAssessing extrema of empirical principal component functionsApproximation of Strictly Stationary Banach-Valued Random Sequence by Fourier IntegralTrends in distributional characteristics: existence of global warmingEvaluating trends in time series of distributions: a spatial fingerprint of human effects on climateIdentifying multiple changes for a functional data sequence with application to freeway traffic segmentationModeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamicsStrong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorshipNon Parametric Regression Quantile Estimation for Dependent Functional Data under Random Censorship: Asymptotic NormalityIntrinsic Riemannian functional data analysisAsymptotic normality of a robust estimator of the regression function for functional time series dataEmpirical properties of forecasts with the functional autoregressive modelExtensions of some classical methods in change point analysisHigh-dimensional principal projectionsIntraday forecasts of a volatility index: functional time series methods with dynamic updatingEstimation of the autoregressive operator by wavelet packetsOn the Validity of the Bootstrap in Non-Parametric Functional RegressionAsymptotic normality of locally modelled regression estimator for functional dataThe conditional cumulative distribution function in single functional index modelThe Wold decomposition of Hilbertian periodically correlated processesFUNCTIONAL MODELLING OF TELECOMMUNICATIONS DATAComposite quantile estimation in partial functional linear regression model with dependent errorsBootstrap forU-statistics: a new approachRegression imputation in the functional linear model with missing values in the responseA modification of Silverman's method for smoothed functional principal components analysisFunctional local linear estimate for functional relative-error regressionAssessing the Finite Dimensionality of Functional DataBest linear predictor of a \(C_{[0, 1}\)-valued functional autoregressive process] ⋮ A recursive kernel estimate of the functional modal regression under ergodic dependence conditionConcentration of weakly dependent Banach-valued sums and applications to statistical learning methodsPrincipal components analysis of regularly varying functionsThe realized empirical distribution function of stochastic variance with application to goodness-of-fit testingRate of convergence for sieve estimator of the operator in ARB(1) process.A Nonparametric Graphical Model for Functional Data With Application to Brain Networks Based on fMRIDetermining the order of the functional autoregressive modelThe conditional central limit theorem in Hilbert spaces.Maximum-likelihood asymptotic inference for autoregressive Hilbertian processesKernel Conditional Density Estimation When the Regressor is Valued in a Semi-Metric SpaceA consistency property of the AIC for multivariate linear models when the dimension and the sample size are largeTwo sample inference for the second-order property of temporally dependent functional dataDetecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processesGeneralized linear model with functional predictors and their derivativesRobust functional principal components for sparse longitudinal dataModified kernel regression estimation with functional time series dataGeneralized spectral tests for the martingale difference hypothesisNote on conditional quantiles for functional ergodic dataSparse functional principal component analysis in a new regression frameworkOptimal sampling for spatial prediction of functional dataNew compactly supported spatiotemporal covariance functions from SPDEsAsymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applicationsConvolutional autoregressive models for functional time seriesBootstrap confidence intervals in functional nonparametric regression under dependenceBest estimation of functional linear modelsIdentifying the spectral representation of Hilbertian time seriesOn Beveridge-Nelson decomposition and limit theorems for linear random fieldsAsymptotics for random functions moderated by dependent noiseOn the kernel rule for function classificationOn unit roots for spatial autoregressive modelsOptimal eigen expansions and uniform boundsThe ARHD modelGeneral linear processes in Hilbert spaces and predictionFourier analysis of stationary time series in function spacePrecise asymptotics for the linear processes generated by associated random variables in Hilbert spacesOn the effect of noisy measurements of the regressor in functional linear modelsA universal kriging predictor for spatially dependent functional data of a Hilbert spaceTie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvaluesCLT in functional linear regression modelsTesting for the mean of random curves: a penalization approachRelation between unit operators proximity and their associated spectral measuresConditional estimation for dependent functional dataSimultaneous inference of the mean of functional time seriesDecoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and applicationTesting for a change in covariance operatorSpatial autoregressive and moving average Hilbertian processesOn limit theorems for Banach-space-valued linear processesIdentifying the finite dimensionality of curve time seriesEmpirical dynamics for longitudinal dataNon-asymptotic adaptive prediction in functional linear modelsMaximum likelihood ratio test for the stability of sequence of Gaussian random processesStructural test in regression on functional variablesEstimateur crible de l'opérateur d'un processus ARB(1). (Sieve estimator of the operator in ARB(1) process)Linear functional processes and prediction.Regression when both response and predictor are functionsA functional linear model for time series prediction with exogenous variablesLimit theorems for \(D[0,1\)-valued autoregressive processes] ⋮ A central limit theorem for linear random fieldsOn spatial conditional mode estimation for a functional regressorLocal linear regression for functional dataRates of convergence in the CLT for linear random fieldsPeriodically correlated autoregressive Hilbertian processesFunctional data clustering via piecewise constant nonparametric density estimationBerry-Esseen inequality for linear processes in Hilbert spaces.Nonparametric regression for functional response and functional regressor under dependanceBayesian estimation in a high dimensional parameter frameworkSome properties of canonical correlations and variates in infinite dimensionsA note on random perturbations of a multiple eigenvalue of a Hermitian operatorTime-warped growth processes, with applications to the modeling of boom-bust cycles in house pricesStochastic geometric models, and related statistical issues in tumour-induced angiogenesisAn introduction to functional data analysis and a principal component approach for testing the equality of mean curvesAdaptive algorithm for stochastic Galerkin method.A test of linearity in partial functional linear regressionAn innovations algorithm for the prediction of functional linear processesConjugate processes: theory and application to risk forecastingModerate deviations for stationary sequences of Hilbert-valued bounded random variablesCurve forecasting by functional autoregressionA functional Hodrick-Prescott filterDimension reduction in functional regression with applicationsNonparametric time series forecasting with dynamic updatingWeakly dependent functional dataFast estimation of the median covariation matrix with application to online robust principal components analysisRates of strong consistencies of the regression function estimator for functional stationary ergodic dataEstimating some characteristics of the conditional distribution in nonparametric functional modelsWeak convergence in the functional autoregressive modelKernel regression estimation in a Banach spaceFunctional time series model identification and diagnosis by means of auto- and partial autocorrelation analysisTests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statisticsSmoothing splines estimators for functional linear regressionEstimation in functional regression for general exponential familiesSampled forms of functional PCA in reproducing kernel Hilbert spacesAdaptive functional linear regressionBandwidth selection for functional time series predictionA generalized \(L^1\)-approach for a kernel estimator of conditional quantile with functional regressors: consistency and asymptotic normalityStatistics for functional dataSmoothing splines estimators in functional linear regression with errors-in-variablesOn the using of modal curves for radar waveforms classificationChanges in atmospheric radiation from the statistical point of viewSparse estimation in functional linear regressionProperties of design-based functional principal components analysisDetecting deviations from second-order stationarity in locally stationary functional time seriesLaws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processesRecent developments in complex and spatially correlated functional dataInference on periodograms of infinite dimensional discrete time periodically correlated processesOn the integral with respect to the tensor product of two random measuresThresholding projection estimators in functional linear modelsEstimation of the regression operator from functional fixed-design with correlated errorsApproximation and exponential inequalities for sums of dependent random vectorsDensity estimation in an infinite dimensional space: Application to diffusion processesPrediction of autoregressive processes via the reproducing kernel spacesStatistics of seasonality perturbed by time continuous processes with autoregressive representationLeast-squares estimation of multifractional random fields in a Hilbert-valued contextWhite noise testing for functional time serieskNN robustification equivariant nonparametric regression estimators for functional ergodic dataThe \(k\)-nearest neighbors method in single index regression model for functional quasi-associated time series dataA portmanteau-type test for detecting serial correlation in locally stationary functional time seriesPartially functional linear quantile regression model and variable selection with censoring indicators MARFactor modeling of multivariate time series: a frequency components approachOn functional logistic regression: some conceptual issuesEstimation of functional ARMA modelsStatistical inference for function-on-function linear regressionComparison between spatio‐temporal random processes and application to climate model dataMultivariate functional principal component analysis for endogenously stratified dataThe Maximum of the Periodogram of a Sequence of Functional DataLearning ability of interpolating deep convolutional neural networksA new approach for time domain analysis of multivariate and functional time seriesGoodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observationsHigh-dimensional functional graphical model structure learning via neighborhood selection approachSome results on statistics and functional data analysisUnnamed ItemUnnamed ItemSome Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic DataOn an autoregressive process driven by a sequence of Gaussian cylindrical random variablesCoherent mortality forecasting by the weighted multilevel functional principal component approachCopula Gaussian Graphical Models for Functional DataA Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time SeriesNonparametric estimation of functional dynamic factor modelHeterogeneous Spatial Dynamical Regression in a Hilbert-Valued ContextFunctional data: local linear estimation of the conditional density and its applicationSeasonal functional autoregressive modelsNonparametric models for functional data, with application in regression, time series prediction and curve discriminationDensity estimation by orthogonal series in an infinite dimensional space: Application to processes of diffusion type IMultivariate Functional Principal Component Analysis for Data Observed on Different (Dimensional) DomainsSpatial local linear estimation of the L1-conditional quantiles for functional regressorsThe k nearest neighbors smoothing of the relative-error regression with functional regressorParametric estimation for functional autoregressive processes on the sphereNonparametric modelling for functional data: selected survey and tracks for futureStatistical Inference for Functional Time SeriesComputational aspects of the kNN local linear smoothing for some conditional models in high dimensional statisticsOn the local linear estimation of a generalized regression function with spatial functional dataTesting normality in any dimension by Fourier methods in a multivariate Stein equationSieve bootstrapping the memory parameter in long-range dependent stationary functional time seriesk‐Nearest neighbors local linear regression for functional and missing data at randomStatistical Inference for Functional Time Series: Autocovariance FunctionEstimation in nonparametric functional-on-functional models with surrogate responsesESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTSParametric Functional Principal Component AnalysisA data-adaptive method for outlier detection from functional dataMultipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approachesFunctional autoregressive process with seasonalityImproved functional portmanteau testsFDA: theoretical and practical efficiency of the local linear estimation based on the kNN smoothing of the conditional distribution when there are missing dataWasserstein RegressionModeling Time-Varying Random Objects and Dynamic NetworksNon parametric estimations of the conditional density and mode when the regressor and the response are curvesCOINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACESExponential bounds and convergence rates of sieve estimators for functional autoregressive processesTempered functional time seriesLasso in Infinite dimension: application to variable selection in functional multivariate linear regressionAn autocovariance-based learning framework for high-dimensional functional time seriesSpherical autoregressive models, with application to distributional and compositional time seriesFunctional data analysis with rough sample paths?Fredholm inversion around a singularity: application to autoregressive time series in Banach spaceINFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIESHigher‐Order Accurate Spectral Density Estimation of Functional Time SeriesUniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional dataUnnamed ItemUnnamed ItemLog-Gaussian Cox processes in infinite-dimensional spacesElectricity consumption prediction with functional linear regression using spline estimatorsFDA: strong consistency of the kNN local linear estimation of the functional conditional density and modeRobust regression analysis for a censored response and functional regressorsAsymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time SeriesLong-Range Dependent Curve Time SeriesTests for conditional heteroscedasticity of functional dataWasserstein autoregressive models for density time seriesRates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processesThe Statistical Face of a Region Under Monsoon Rainfall in Eastern IndiaON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTSQuantile regression when the covariates are functionsAsymptotic normality of the local linear estimation of the conditional density for functional time-series dataTesting the Equality of Covariance Operators in Functional SamplesTensorial products of functional ARMA processesTensorial products of functional ARMA processesBivariate splines for spatial functional regression modelsCLUSTERING FUNCTIONAL DATA USING WAVELETSFunctional analysis of variance for Hilbert-valued multivariate fixed effect modelsDetecting trends in time series of functional data: A study of Antarctic climate changeUniform consistency rate of kNN regression estimation for functional time series dataEvaluating the complexity of some families of functional dataA Note on Estimation in Hilbertian Linear ModelsConditional Functional Principal Components AnalysisA median test for functional dataOn Properties of Functional Principal Components AnalysisUnnamed ItemFunctional data analysis for density functions by transformation to a Hilbert spaceFunctional linear regression with points of impactNonstationarity in time series of state densitiesAsymptotic normality of a nonparametric estimator of the conditional mode function for functional dataStock market trend prediction using a functional time series approachNote on conditional mode estimation for functional dependent dataStatistical modelling of functional dataFunctional prediction of intraday cumulative returnsThe historical functional linear modelNon parametric learning approach to estimate conditional quantiles in the dependent functional data caseGeneralized Gaussian Process Regression Model for Non-Gaussian Functional DataForecasting limit order book liquidity supply–demand curves with functional autoregressive dynamicsTwo sample inference in functional linear modelsInference for the Lagged Cross‐Covariance Operator Between Functional Time SeriesEfficient semiparametric regression for longitudinal data with regularised estimation of error covariance functionAspects of predictionSequential block bootstrap in a Hilbert space with application to change point analysisRandomly censored quantile regression estimation using functional stationary ergodic dataEstimation in Functional Lagged RegressionREPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSESCOINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSESLocal Whittle estimation of long‐range dependence for functional time seriesA Nonparametric Distribution-Free Test for Serial Independence of ErrorsConditional VAR and Expected Shortfall: A New Functional ApproachNonparametric estimation of expectile regression in functional dependent data