Convergence rate of kernel regression estimation for time series data when both response and covariate are functional

DOI10.1007/s00184-019-00757-yzbMath1442.62771OpenAlexW2995150450MaRDI QIDQ2189762

Lingyu Wang, Philippe Vieu, Nengxiang Ling

Publication date: 16 June 2020

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-019-00757-y

zbMATH Keywords

convergence ratefunctional data analysisstrong mixing dependencefunctional kernel regression estimator

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10)

Related Items

Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data ⋮ Nonparametric estimation of expectile regression in functional dependent data

Uses Software

• fda (R)

Cites Work

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