Asymptotic normality of the local linear estimation of the conditional density for functional time-series data

DOI10.1080/03610926.2017.1359292OpenAlexW2743719242MaRDI QIDQ5160267

Xianzhu Xiong, Chen Ailian, Peiqin Zhou

Publication date: 28 October 2021

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1359292

zbMATH Keywords

local linear estimatorconditional densityfunctional datajoint asymptotic normality\(\alpha\)-mixing dependence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

Local linear approach: conditional density estimate for functional and censored data ⋮ Local asymptotic normality for long-memory process with strong mixing noises ⋮ Rate of the Almost Sure Convergence of a Generalized Regression Estimate Based on Truncated and Functional Data

Uses Software

• fda (R)

Cites Work

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