Nearest neighbors estimation for long memory functional data

Lihong Wang ()
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Lihong Wang: Nanjing University

Statistical Methods & Applications, 2020, vol. 29, issue 4, No 2, 709-725

Abstract: Abstract In this paper, we consider the asymptotic properties of the nearest neighbors estimation for long memory functional data. Under some regularity assumptions, we investigate the asymptotic normality and the uniform consistency of the nearest neighbors estimators for the nonparametric regression models when the explanatory variable and the errors are of long memory and the explanatory variable takes values in some abstract functional space. The finite sample performance of the proposed estimator is discussed through simulation studies.

Keywords: Asymptotic normality; Functional data; Long memory; Nearest neighbors estimation; Uniform consistency; 62M10 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s10260-019-00499-1

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