Modified kernel regression estimation with functional time series data

作者：Ling, Nengxiang^*; Wang, Chao; Ling, Jin

来源：Statistics & Probability Letters, 2016, 114: 78-85.

DOI：10.1016/j.spl.2016.03.009

• Regression operator
• Modified kernel estimator
• Functional time series data
• Asymptotic normality

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.

• 出版日期2016-7
• 单位合肥工业大学