Functional linear model

Hervé Cardot, Frédéric Ferraty and Pascal Sarda

Statistics & Probability Letters, 1999, vol. 45, issue 1, 11-22

Abstract: In this paper, we study a regression model in which explanatory variables are sampling points of a continuous-time process. We propose an estimator of regression by means of a Functional Principal Component Analysis analogous to the one introduced by Bosq [(1991) NATO, ASI Series, pp. 509-529] in the case of Hilbertian AR processes. Both convergence in probability and almost sure convergence of this estimator are stated.

Keywords: Functional; linear; model; Functional; data; analysis; Hilbert; spaces; Convergence (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (102)

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