Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes

DOI10.1007/s13171-023-00322-wMaRDI QIDQ6123495

Tahar Mourid, Nesrine Kara-Terki

Publication date: 4 March 2024

Published in: Sankhyā. Series A (Search for Journal in Brave)

zbMATH Keywords

exponential boundsrates of convergencefunctional autoregressive processesmaximum likelihood estimators (MLE)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• An introduction to recent advances in high/infinite dimensional statistics
• On local asymptotic normality for functional autoregressive processes
• A partial overview of the theory of statistics with functional data
• Inference for functional data with applications
• A reproducing kernel Hilbert space approach to functional linear regression
• Time series: theory and methods
• Rates of convergence for minimum contrast estimators
• Convergence rate of sieve estimates
• Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
• Linear processes in function spaces. Theory and applications
• Sieves estimator of functional autoregressive process
• Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
• Hellinger-consistency of certain nonparametric maximum likelihood estimators
• Functional data analysis.
• Sieves estimator of the operator of a functional autoregressive process
• Nonparametric functional data analysis. Theory and practice.
• Autoregressive Forecasting of Some Functional Climatic Variations

This page was built for publication: Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes