Advances on asymptotic normality in non-parametric functional time series analysis

DOI10.1080/02331880802184961zbMATH Open1278.62052OpenAlexW2003636820MaRDI QIDQ3396476FDOQ3396476

Authors: Laurent Delsol 

Publication date: 18 September 2009

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880802184961

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• Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10)

Cites Work

• Functional data analysis
• Nonparametric functional data analysis. Theory and practice.
• Applied functional data analysis. Methods and case studies
• Optimal global rates of convergence for nonparametric regression
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Statistics for functional data
• Nonparametric regression estimation for dependent functional data: asymptotic normality
• Nonparametric regression for functional data: automatic smoothing parameter selection
• Title not available (Why is that?)
• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
• Nonparametric statistics for stochastic processes
• About the Lindeberg method for strongly mixing sequences

Cited In (41)

• Bootstrap in semi-functional partial linear regression under dependence
• Convergence of functional \(k\)-nearest neighbor regression estimate with functional responses
• Nonparametric estimation of variance function for functional data under mixing conditions
• A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model
• Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
• Efficiency in multivariate functional nonparametric models with autoregressive errors
• The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions
• Vector-on-function quantile regression for stationary ergodic processes
• Regression when both response and predictor are functions
• Modified kernel regression estimation with functional time series data
• Structural test in regression on functional variables
• Uniform consistency rate of \(k\)NN regression estimation for functional time series data
• Automatic estimation procedure in partial linear model with functional data
• Missing responses at random in functional single index model for time series data
• Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties
• Nonparametric M-estimation for functional stationary ergodic data
• Rate of uniform consistency for nonparametric estimates with functional variables
• Rates of strong consistencies of the regression function estimator for functional stationary ergodic data
• Recursive nonparametric regression estimation for dependent strong mixing functional data
• A new estimation in functional linear concurrent model with covariate dependent and noise contamination
• Bootstrap confidence intervals in functional nonparametric regression under dependence
• Uniform in bandwidth rate of convergence of the conditional mode estimate on functional stationary ergodic data
• Mean estimation with data missing at random for functional covariables
• On the validity of the bootstrap in non-parametric functional regression
• Title not available (Why is that?)
• Asymptotic normality of locally modelled regression estimator for functional data
• Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process
• Conditional density estimation in the single functional index model for \(\alpha\)-mixing functional data
• An Application ofU-Statistics to Nonparametric Functional Data Analysis
• Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
• Asymptotic normality of a robust estimator of the regression function for functional time series data
• Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data
• Asymptotic normality of conditional density estimation in the single index model for functional time series data
• Nonparametric estimation of a surrogate density function in infinite-dimensional spaces
• Curse of dimensionality and related issues in nonparametric functional regression
• Nonparametric modelling for functional data: selected survey and tracks for future
• Consistency of the recursive nonparametric regression estimation for dependent functional data
• Rate of uniform consistency for a class of mode regression on functional stationary ergodic data
• Nonparametric recursive method for generalized kernel estimators for dependent functional data
• Asymptotic normality of the k-NN single index regression estimator for functional weak dependence data*
• A large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression model

Uses Software

• fda (R)

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