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Convergence rate of kernel regression estimation for time series data when both response and covariate are functional
Metrika ( IF 0.7 ) Pub Date : 2019-12-18 , DOI: 10.1007/s00184-019-00757-y
Nengxiang Ling , Lingyu Wang , Philippe Vieu

We investigate kernel estimates in the functional nonparametric regression model when both the response and the explanatory variable (the covariate) are functional. The rates of almost complete and uniform almost complete convergence of the estimator are obtained under some mild $$\alpha $$ α -mixing functional sample. Finally, a simulation study is carried out to illustrate the finite sample performance of the estimator.

中文翻译:

当响应和协变量都是函数时,时间序列数据的核回归估计收敛率

当响应和解释变量(协变量)都是函数时,我们研究函数非参数回归模型中的核估计。在一些温和的$$\alpha $$ α-混合函数样本下获得了估计量的几乎完全收敛和均匀几乎完全收敛的比率。最后,进行了仿真研究以说明估计器的有限样本性能。
更新日期:2019-12-18
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