Modified kernel regression estimation with functional time series data

Nengxiang Ling, Chao Wang and Jin Ling

Statistics & Probability Letters, 2016, vol. 114, issue C, 78-85

Abstract: This paper derives the asymptotic distribution of a modified kernel regression estimator for strong mixing functional time series data. As a direct consequence, the approximate pointwise confidence interval of regression operator is presented.

Keywords: Regression operator; Modified kernel estimator; Functional time series data; Asymptotic normality (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.03.009

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