Convergence rate of kernel regression estimation for time series data when both response and covariate are functional
DOI10.1007/S00184-019-00757-YzbMATH Open1442.62771OpenAlexW2995150450MaRDI QIDQ2189762FDOQ2189762
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
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functional data analysisconvergence ratestrong mixing dependencefunctional kernel regression estimator
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10)
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- Data-driven bandwidth choice for density estimation based on dependent data
- Rate of uniform consistency for nonparametric estimates with functional variables
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- Regression when both response and predictor are functions
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- Nonparametric regression for functional response and functional regressor under dependance
- Uniform consistency of a class of regression function estimators for Banach-space valued random variables
- Error variance estimation in semi-functional partially linear regression models
- Nonparametric modelling for functional data: selected survey and tracks for future
Cited In (10)
- Nonparametric estimation of expectile regression in functional dependent data
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
- Modified kernel regression estimation with functional time series data
- Uniform consistency rate of \(k\)NN regression estimation for functional time series data
- Uniform almost complete convergence of nonparametric regression estimate in single function index model
- Nonparametric regression for functional response and functional regressor under dependance
- Kernel regression with functional response
- Methodology and convergence rates for functional time series regression
- Convergence of nonparametric functional regression estimates with functional responses
- Nonparametric estimation for a functional-circular regression model
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