Consistency of the regression estimator with functional data under long memory conditions

DOI10.1016/j.spl.2007.11.011zbMath1141.62314OpenAlexW2050144248MaRDI QIDQ928979

Philippe Vieu, Sonia Hedli-Griche, Mustapha Rachdi, Karim Benhenni

Publication date: 11 June 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.11.011

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (21)

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Uses Software

• fda (R)
• longmemo

Cites Work

• Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
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• Generalized functional linear models
• Nonparametric functional data analysis. Theory and practice.
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• Nonparametric regression for functional data: automatic smoothing parameter selection
• NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES
• Nonparametric estimation under long memory dependence
• Local linear regression estimation under long-range dependence: strong consistency and rates
• Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
• Fractional Brownian Motions, Fractional Noises and Applications
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