Consistency of cross-validation when the data are curves

DOI10.1016/0304-4149(93)90080-NzbMath0768.62026MaRDI QIDQ2366193

Thomas E. Wehrly, Jeffrey D. Hart

Publication date: 29 June 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

consistency; covariance function; cross-validation; nonparametric regression; inconsistency; kernel smoother; asymptotically optimal choice of bandwidth; continuous time Gaussian processes; estimating the common mean function

Mathematics Subject Classification ID

62G07: Density estimation

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M09: Non-Markovian processes: estimation

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