Rate of uniform consistency for a class of mode regression on functional stationary ergodic data

DOI10.1007/s10260-016-0356-9zbMath1397.62146arXiv1407.1991OpenAlexW2296084707MaRDI QIDQ518882

Mohamed Chaouch, Djamal Louani, Naâmane Laïb

Publication date: 30 March 2017

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.1991

zbMATH Keywords

entropyVC-classespeak loadstrong consistencytime series forecastingergodic processesfunctional datamartingale differenceconditional mode estimationenergy data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) 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)

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Uses Software

• fda (R)

Cites Work

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