Kernel estimates of nonparametric functional autoregression models and their bootstrap approximation

DOI10.1214/17-EJS1303zbMath1373.62170OpenAlexW2745250305MaRDI QIDQ2408224

Tingyi Zhu, Dimitris N. Politis

Publication date: 12 October 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1502157625

zbMATH Keywords

\(\alpha\)-mixingfunctional time seriesprediction regionnonparametric autoregressionregression-type bootstrap

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Prediction theory (aspects of stochastic processes) (60G25)

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