Efficiency in multivariate functional nonparametric models with autoregressive errors

DOI10.1016/j.jmva.2016.01.007zbMath1334.62057OpenAlexW2259314112MaRDI QIDQ272071

Sophie Dabo-Niang, Camille Ternynck, Serge Guillas

Publication date: 20 April 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.01.007

zbMATH Keywords

time serieskernel regressionfunctional dataautoregressive processpre-whitening

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Uses Software

• fda (R)

Cites Work

• Unnamed Item
• Unnamed Item
• A partial overview of the theory of statistics with functional data
• Single and multiple index functional regression models with nonparametric link
• Data-driven bandwidth choice for density estimation based on dependent data
• Local smoothing regression with functional data
• Wavelet modeling of functional random effects with application to human vision data
• Kernel regression estimation in a Banach space
• Functional semiparametric partially linear model with autoregressive errors
• Optimal bandwidth selection in nonparametric regression function estimation
• The functional nonparametric model and applications to spectrometric data
• Nonparametric regression for mixing functional random variables
• Kernel density estimator in an infinite-dimensional space with a rate of convergence in the case of diffusion process.
• Functional nonparametric model for time series: a fractal approach for dimension reduction
• Functional projection pursuit regression
• CLT and \(\mathbb L^q\) errors in nonparametric functional regression
• Nonparametric time series prediction: A semi-functional partial linear modeling
• Functional data analysis.
• Nonparametric regression estimation for dependent functional data: asymptotic normality
• Nonparametric functional data analysis. Theory and practice.
• Nonparametric regression for functional data: automatic smoothing parameter selection
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Advances on asymptotic normality in non-parametric functional time series analysis
• Bivariate splines for spatial functional regression models
• Nonparametric Estimation of the Mode of A Distribution of Random Curves
• Asymptotic Statistics
• More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
• Nonparametric Function Estimation for Clustered Data When the Predictor is Measured without/with Error
• Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
• Nonparametric regression analysis of multivariate longitudinal data
• Dependent functional linear models with applications to monitoring structural change
• On the Prediction of Stationary Functional Time Series
• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
• Spatial Spline Regression Models