Rates of strong consistencies of the regression function estimator for functional stationary ergodic data
DOI10.1016/j.jspi.2010.06.009zbMath1197.62038OpenAlexW1998743181MaRDI QIDQ710795
Publication date: 22 October 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.06.009
rate of convergencestrong consistencyergodic processesregression estimationfunctional datamartingale differenceVapnik-Chervonenkis class
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
Related Items (30)
Uses Software
Cites Work
- Unnamed Item
- Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Functional data analysis
- Linear processes in function spaces. Theory and applications
- Applied functional data analysis. Methods and case studies
- Functional nonparametric model for time series: a fractal approach for dimension reduction
- Weak convergence and empirical processes. With applications to statistics
- Nonparametric regression estimation for dependent functional data: asymptotic normality
- Nonparametric functional data analysis. Theory and practice.
- Advances on asymptotic normality in non-parametric functional time series analysis
- Nonparametric Estimation of the Mode of A Distribution of Random Curves
- Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
- Dimension fractale et estimation de la régression dans des espaces vectoriels semi-normés
- NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
- Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data
- ON THE ABSOLUTE CONTINUITY OF MEASURES CORRESPONDING TO PROCESSES OF DIFFUSION TYPE RELATIVE TO A WIENER MEASURE
This page was built for publication: Rates of strong consistencies of the regression function estimator for functional stationary ergodic data