Stochastic functional linear models and Malliavin calculus
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Publication:2135880
functional linear modelsItô integralsMalliavin calculusminimaxoptimal convergence ratereproducing kernel Hilbert spacesmoothing splinesSobolev spaceWiener-Itô chaos expansions
Stochastic calculus of variations and the Malliavin calculus (60H07) Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Functional data analysis (62R10)
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