Nonparametric regression estimation for dependent functional data: asymptotic normality

DOI10.1016/J.SPA.2004.07.006zbMATH Open1101.62031OpenAlexW1969944392MaRDI QIDQ2485822FDOQ2485822

Authors: Elias Masry 

Publication date: 5 August 2005

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

Full work available at URL: https://doi.org/10.1016/j.spa.2004.07.006

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zbMATH Keywords

Asymptotic normalityFunctional dependent data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Central limit and other weak theorems (60F05)

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Cited In (only showing first 100 items - show all)

• Asymptotic normality of a robust kernel estimator of the regression function for functional ergodic data: case of an unknown scale parameter
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• 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
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• Nonparametric prediction of spatial multivariate data
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Uses Software

• fda (R)

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