Convergence rate of kernel regression estimation for time series data when both response and covariate are functional

DOI10.1007/S00184-019-00757-YMaRDI QIDQ2189762zbMATH OpenOpenAlexFDO

Authors Nengxiang Ling, Lingyu Wang, Philippe Vieu

Publication date 16 June 2020

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-019-00757-y

zbMATH Keywords

functional data analysisconvergence ratestrong mixing dependencefunctional kernel regression estimator

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10)

Recommendations

• Kernel regression with functional response
• Uniform almost complete convergence of nonparametric regression estimate in single function index model
• Convergence of nonparametric functional regression estimates with functional responses
• Nonparametric regression for functional response and functional regressor under dependance
• Modified kernel regression estimation with functional time series data

Cites work

• scientific article; zbMATH DE number 469124 (Why is no real title available?)
• scientific article; zbMATH DE number 2222292 (Why is no real title available?)
• A partial overview of the theory of statistics with functional data
• An introduction to recent advances in high/infinite dimensional statistics
• Convergence of functional \(k\)-nearest neighbor regression estimate with functional responses
• Data-driven bandwidth choice for density estimation based on dependent data
• Error variance estimation in semi-functional partially linear regression models
• Functional additive models
• Functional data analysis.
• Inference for functional data with applications
• Kernel regression with functional response
• Linear functional regression: The case of fixed design and functional response
• Linear processes in function spaces. Theory and applications
• Mixing: Properties and examples
• Nonparametric functional data analysis. Theory and practice.
• Nonparametric modelling for functional data: selected survey and tracks for future
• Nonparametric regression for functional response and functional regressor under dependance
• Rate of uniform consistency for nonparametric estimates with functional variables
• Recent advances in functional data analysis and high-dimensional statistics
• Regression when both response and predictor are functions
• Some advances on semi-parametric functional data modelling
• Uniform consistency of a class of regression function estimators for Banach-space valued random variables

Cited in

(10)

• Convergence of nonparametric functional regression estimates with functional responses
• Modified kernel regression estimation with functional time series data
• Kernel regression with functional response
• Nonparametric estimation for a functional-circular regression model
• Methodology and convergence rates for functional time series regression
• Uniform almost complete convergence of nonparametric regression estimate in single function index model
• Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
• Nonparametric estimation of expectile regression in functional dependent data
• Nonparametric regression for functional response and functional regressor under dependance
• Uniform consistency rate of \(k\)NN regression estimation for functional time series data

Describes a project that uses

Uses Software

• fda (R)

This page was built for publication: Convergence rate of kernel regression estimation for time series data when both response and covariate are functional

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2189762)