Real-time estimation for functional stochastic regression models

DOI10.1080/00949655.2020.1746786OpenAlexW3015061133MaRDI QIDQ5036889

Amir Aboubacar, Mohamed Chaouch

Publication date: 23 February 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://orbi.uliege.be/handle/2268/255966

zbMATH Keywords

kernel methodsergodic processesnonparametric estimationconditional variancefunctional dataRobbins-Monro algorithms

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics (62-XX) Stochastic approximation (62L20)

Uses Software

• fda (R)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties
• Rates of strong consistencies of the regression function estimator for functional stationary ergodic data
• Adaptive variance function estimation in heteroscedastic nonparametric regression
• Strong uniform convergence of the recursive regression estimator under \(\phi\)-mixing conditions.
• Some mixing properties of time series models
• Ergodic theorems. With a supplement by Antoine Brunel
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
• A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
• The asymptotic distribution theory of the empiric cdf for mixing stochastic processes
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Recursive estimation of nonparametric regression with functional covariate
• Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
• Optimal global rates of convergence for nonparametric regression
• A distribution-free theory of nonparametric regression
• Nonparametric regression estimation for functional stationary ergodic data with missing at random
• Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
• Functional data analysis.
• Nonparametric regression estimation for dependent functional data: asymptotic normality
• Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors
• Nonparametric regression for functional data: automatic smoothing parameter selection
• Nonparametric Recursive Variance Estimation
• Nonparametric Estimation of Variance Function for Functional Data Under Mixing Conditions
• Recursive regression estimators with application to nonparametric prediction
• Consistency of the recursive nonparametric regression estimation for dependent functional data
• Non-strong mixing autoregressive processes
• Efficient estimation of conditional variance functions in stochastic regression
• Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
• Uniform ergodicity and strong mixing
• A Stochastic Approximation Method

This page was built for publication: Real-time estimation for functional stochastic regression models