Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response

DOI10.1016/J.SPL.2019.06.008MaRDI QIDQ2273701zbMATH OpenOpenAlexWikidataFDO

Authors Mohamed Chaouch, N. Laïb

Publication date 25 September 2019

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2019.06.008

zbMATH Keywords

asymptotic mean squared errorcontinuous time processesergodic datamissing at randomregression functionsampling

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic properties of parametric tests (62F05) Density estimation (62G07) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Kernel estimation of the regression function with random sampling times
• Nonparametric regression estimation for functional stationary ergodic data with missing at random
• scientific article; zbMATH DE number 1536380
• scientific article; zbMATH DE number 1895632
• scientific article; zbMATH DE number 1861623

Cites work

• Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes
• Asymptotic results for the regression function estimate on continuous time stationary and ergodic data
• Consistency results for the kernel density estimate on continuous time stationary and dependent data
• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
• scientific article; zbMATH DE number 854951 (Why is no real title available?)
• Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data
• Optimal bandwidth selection in kernel density estimation for continuous time dependent processes
• Optimal sampling for density estimation in continuous time
• Probability density estimation from sampled data
• Probability density estimation with data missing at random when covariables are present
• Statistical inference for ergodic diffusion processes.
• Uniform ergodicity and strong mixing

Cited in

(4)

• Kernel estimation of the regression function with random sampling times
• Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
• Central limit theorem for ISE of nonparametric regression estimators with functional data
• Regression estimation for continuous-time functional data processes with missing at random response

This page was built for publication: Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2273701)