Advances on asymptotic normality in non-parametric functional time series analysis
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Publication:3396476
DOI10.1080/02331880802184961zbMath1278.62052OpenAlexW2003636820MaRDI QIDQ3396476
Publication date: 18 September 2009
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880802184961
Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (39)
Missing responses at random in functional single index model for time series data ⋮ Efficiency in multivariate functional nonparametric models with autoregressive errors ⋮ Modified kernel regression estimation with functional time series data ⋮ Nonparametric estimation of a surrogate density function in infinite-dimensional spaces ⋮ An Application ofU-Statistics to Nonparametric Functional Data Analysis ⋮ Bootstrap confidence intervals in functional nonparametric regression under dependence ⋮ Uniform in bandwidth rate of convergence of the conditional mode estimate on functional stationary ergodic data ⋮ Limiting law results for a class of conditional mode estimates for functional stationary ergodic data ⋮ Consistency of the recursive nonparametric regression estimation for dependent functional data ⋮ Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties ⋮ Nonparametric modelling for functional data: selected survey and tracks for future ⋮ Bootstrap in semi-functional partial linear regression under dependence ⋮ Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process ⋮ A new estimation in functional linear concurrent model with covariate dependent and noise contamination ⋮ Nonparametric recursive method for generalized kernel estimators for dependent functional data ⋮ Structural test in regression on functional variables ⋮ Regression when both response and predictor are functions ⋮ Curse of dimensionality and related issues in nonparametric functional regression ⋮ Convergence of functional \(k\)-nearest neighbor regression estimate with functional responses ⋮ Automatic estimation procedure in partial linear model with functional data ⋮ A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model ⋮ Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff ⋮ Asymptotic normality of conditional density estimation in the single index model for functional time series data ⋮ A large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression model ⋮ Rate of uniform consistency for a class of mode regression on functional stationary ergodic data ⋮ Uniform consistency rate of kNN regression estimation for functional time series data ⋮ Rates of strong consistencies of the regression function estimator for functional stationary ergodic data ⋮ Nonparametric M-estimation for functional stationary ergodic data ⋮ The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions ⋮ Recursive nonparametric regression estimation for dependent strong mixing functional data ⋮ Asymptotic normality of a robust estimator of the regression function for functional time series data ⋮ On the Validity of the Bootstrap in Non-Parametric Functional Regression ⋮ Asymptotic normality of locally modelled regression estimator for functional data ⋮ Conditional Density Estimation in the Single Functional Index Model for α-Mixing Functional Data ⋮ Nonparametric Estimation of Variance Function for Functional Data Under Mixing Conditions ⋮ Rate of uniform consistency for nonparametric estimates with functional variables ⋮ Mean estimation with data missing at random for functional covariables ⋮ Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data ⋮ Vector-on-function quantile regression for stationary ergodic processes
Uses Software
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- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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