On the functional local linear estimate for spatial regression

Chouaf Abdelhak and Laksaci Ali
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Laksaci Ali: Univ. Djillali Liabes. Sidi Bel Abbes, Lab. de Mathematiques, Sidi Bel Abbes 22000, Algerien

Statistics & Risk Modeling, 2012, vol. 29, issue 3, 189-214

Abstract: Consider Zi = (Xi,Yi), i ∈ ℤN be an F×ℝ-valued measurable strictly stationary spatial process, where F is a semi-metric space. We study the spatial covariation between Xi and Yi by using the local linear estimate of the functional spatial regression E[Yi|Xi]. The main result of this work is the establishment of the almost complete convergence for the proposed estimator, under some general conditions. We illustrate our methodology by applying the estimator to climatological data.

Keywords: consumption process; exponential Ornstein-Uhlenbeck process; utility maximization; dual method (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:bpj:strimo:v:29:y:2012:i:3:p:189-214:n:4

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DOI: 10.1524/strm.2012.1114

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