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Uniform consistency rate of kNN regression estimation for functional time series data
Journal of Nonparametric Statistics ( IF 0.8 ) Pub Date : 2019-03-01 , DOI: 10.1080/10485252.2019.1583338
Nengxiang Ling 1 , Shuyu Meng 1, 2 , Philippe Vieu 3
Affiliation  

ABSTRACT In this paper, we investigate the k-nearest neighbours (kNN) estimation of nonparametric regression model for strong mixing functional time series data. More precisely, we establish the uniform almost complete convergence rate of the kNN estimator under some mild conditions. Furthermore, a simulation study and an empirical application to the real data analysis of sea surface temperature (SST) are carried out to illustrate the finite sample performances and the usefulness of the kNN approach.

中文翻译:

函数时间序列数据kNN回归估计的一致一致性率

摘要在本文中,我们研究了强混合函数时间序列数据的非参数回归模型的 k 最近邻 (kNN) 估计。更准确地说,我们在一些温和的条件下建立了 kNN 估计器的均匀几乎完全收敛率。此外,还对海面温度 (SST) 的真实数据分析进行了模拟研究和实证应用,以说明有限样本性能和 kNN 方法的有用性。
更新日期:2019-03-01
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