Additive Regression Model for Continuous Time Processes

DOI10.1080/03610920801919676zbMath1259.62079arXiv0706.1154OpenAlexW1995366277MaRDI QIDQ3526089

Mohammed Debbarh, Bertrand Maillot

Publication date: 24 September 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0706.1154

zbMATH Keywords

curse of dimensionalitymarginal integration

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical integration (65D30)

Related Items (2)

Additive regression model for stationary and ergodic continuous time processes ⋮ Adaptive estimation of an additive regression function from weakly dependent data

Cites Work

• Additive regression and other nonparametric models
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Additive time series: The kernel integration method
• Remarks on Some Nonparametric Estimates of a Density Function
• Nonparametric Identification for Diffusion Processes
• Versions of Kernel-Type Regression Estimators
• A kernel method of estimating structured nonparametric regression based on marginal integration
• On Estimation of a Probability Density Function and Mode

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