Stochastic functional linear models and Malliavin calculus
DOI10.1007/s00180-021-01142-yzbMath1505.62141OpenAlexW3197545892MaRDI QIDQ2135880
Publication date: 10 May 2022
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-021-01142-y
minimaxSobolev spacesmoothing splinesMalliavin calculusreproducing kernel Hilbert spaceoptimal convergence ratefunctional linear modelsItô integralsWiener-Itô chaos expansions
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10) Linear regression; mixed models (62J05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Uses Software
Cites Work
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