Consistency of the recursive nonparametric regression estimation for dependent functional data

Aboubacar Amiri and Baba Thiam ()

Journal of Nonparametric Statistics, 2014, vol. 26, issue 3, 471-487

Abstract: We consider the recursive estimation of a regression functional where the explanatory variables take values in some functional space. We prove the almost sure convergence of such estimates for dependent functional data. Also we derive the mean quadratic error of the considered class of estimators. Our results are established with rates and asymptotic appear bounds, under strong mixing condition. Finally, the feasibility of the proposed estimator is illustrated throughout an empirical study.

Date: 2014
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Citations: View citations in EconPapers (3)

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DOI: 10.1080/10485252.2014.907406

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