Functional Ergodic Time Series Analysis Using Expectile Regression

Functional Ergodic Time Series Analysis Using Expectile Regression

In this article, we study the problem of the recursive estimator of the expectile regression of a scalar variable <i>Y</i> given a random variable <i>X</i> that belongs in functional space. We construct a new estimator and study the asymptotic properties over a general functi...

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Bibliographic Details
Main Authors: Fatimah Alshahrani, Ibrahim M. Almanjahie, Zouaoui Chikr Elmezouar, Zoulikha Kaid, Ali Laksaci, Mustapha Rachdi
Format: Article
Language:English
Published: MDPI AG 2022-10-01
Series:Mathematics
Subjects:
functional ergodic data
recursive estimator
complete convergence (a.co.)
expectile function
kernel method
bandwidth parameter
Online Access:https://www.mdpi.com/2227-7390/10/20/3919

Internet

https://www.mdpi.com/2227-7390/10/20/3919

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