Additive Regression Model for Continuous Time Processes
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Publication:3526089
DOI10.1080/03610920801919676zbMATH Open1259.62079arXiv0706.1154OpenAlexW1995366277MaRDI QIDQ3526089FDOQ3526089
Authors: Mohammed Debbarh, Bertrand Maillot 
Publication date: 24 September 2008
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Abstract: In the setting of additive regression model for continuous time process, we establish the optimal uniform convergence rates and optimal asymptotic quadratic error of additive regression. To build our estimate, we use the marginal integration method.
Full work available at URL: https://arxiv.org/abs/0706.1154
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Cites Work
- Additive regression and other nonparametric models
- Remarks on Some Nonparametric Estimates of a Density Function
- On Estimation of a Probability Density Function and Mode
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Nonparametric Identification for Diffusion Processes
- Versions of Kernel-Type Regression Estimators
- A kernel method of estimating structured nonparametric regression based on marginal integration
- Additive time series: The kernel integration method
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