Stochastic functional linear models and Malliavin calculus

DOI10.1007/s00180-021-01142-yzbMath1505.62141OpenAlexW3197545892MaRDI QIDQ2135880

Ru-Zong Fan, Hong-Bin Fang

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

zbMATH Keywords

minimaxSobolev spacesmoothing splinesMalliavin calculusreproducing kernel Hilbert spaceoptimal convergence ratefunctional linear modelsItô integralsWiener-Itô chaos expansions

Mathematics Subject Classification ID

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

• fda (R)
• gss
• fda.usc
• sde

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