Single Index Regression Model for Functional Quasi-Associated Times Series Data

Single Index Regression Model for Functional Quasi-Associated Times Series Data

The mixing condition is often considered to modeling the functional time series data. Alternatively, in this work we consider the problem of nonparametric estimation of the regression function in Single Functional Index Model (SFIM) under the quasia-ssociation dependence condition. The main result...

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Bibliographic Details
Main Authors: Salim Bouzebda, Ali Laksaci, Mustapha Mohammedi
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2023-02-01
Series:Revstat Statistical Journal
Subjects:
Single functional index model
Functional Hilbert space
Kernel regression estimation
Mixing, Weak dependence
Quasi-associated variables
Almost Complete Convergence
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/391

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https://revstat.ine.pt/index.php/REVSTAT/article/view/391

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