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We investigate nonparametric curve estimation (including density, distribution, hazard, conditional density, and regression functions estimation) by kernel methods when the observed data satisfy a strong mixing condition. In a first attempt we show asymptotic equivalence of average square...
Persistent link: https://www.econbiz.de/10005221580
There is a recent interest in developing new statistical methods to predict time series by taking into account a continuous set of past values as predictors. In this functional time series prediction approach, we propose a functional version of the partial linear model that allows both to...
Persistent link: https://www.econbiz.de/10005160511
Many papers deal with structural testing procedures in multivariate regression. More recently, various estimators have been proposed for regression models involving functional explanatory variables. Thanks to these new estimators, we propose a theoretical framework for structural testing...
Persistent link: https://www.econbiz.de/10008861533