Fractals with point impact in functional linear regression
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Publication:988015
DOI10.1214/10-AOS791zbMath1196.62116arXiv1010.4381WikidataQ42158251 ScholiaQ42158251MaRDI QIDQ988015
Bodhisattva Sen, Ian W. McKeague
Publication date: 24 August 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.4381
fractional Brownian motionempirical processesmisspecificationfunctional linear regressionnonstandard asymptoticsM-estimationbootstrap methods
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Non-Markovian processes: estimation (62M09) Brownian motion (60J65)
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