Superoptimal Rate of Convergence in Nonparametric Estimation for Functional Valued Processes

We consider the nonparametric estimation of the generalised regression function for continuous time processes with irregular paths when the regressor takes values in a semimetric space. We establish the mean-square convergence of our estimator with the same superoptimal rate as when the regressor is...

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Detalles Bibliográficos
Autores principales: Chesneau, Christophe, Maillot, Bertrand
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2014
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4897424/
https://www.ncbi.nlm.nih.gov/pubmed/27355012
http://dx.doi.org/10.1155/2014/264217
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author Chesneau, Christophe
Maillot, Bertrand
author_facet Chesneau, Christophe
Maillot, Bertrand
author_sort Chesneau, Christophe
collection PubMed
description We consider the nonparametric estimation of the generalised regression function for continuous time processes with irregular paths when the regressor takes values in a semimetric space. We establish the mean-square convergence of our estimator with the same superoptimal rate as when the regressor is real valued.
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spelling pubmed-48974242016-06-28 Superoptimal Rate of Convergence in Nonparametric Estimation for Functional Valued Processes Chesneau, Christophe Maillot, Bertrand Int Sch Res Notices Research Article We consider the nonparametric estimation of the generalised regression function for continuous time processes with irregular paths when the regressor takes values in a semimetric space. We establish the mean-square convergence of our estimator with the same superoptimal rate as when the regressor is real valued. Hindawi Publishing Corporation 2014-09-16 /pmc/articles/PMC4897424/ /pubmed/27355012 http://dx.doi.org/10.1155/2014/264217 Text en Copyright © 2014 C. Chesneau and B. Maillot. https://creativecommons.org/licenses/by/3.0/ This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
spellingShingle Research Article
Chesneau, Christophe
Maillot, Bertrand
Superoptimal Rate of Convergence in Nonparametric Estimation for Functional Valued Processes
title Superoptimal Rate of Convergence in Nonparametric Estimation for Functional Valued Processes
title_full Superoptimal Rate of Convergence in Nonparametric Estimation for Functional Valued Processes
title_fullStr Superoptimal Rate of Convergence in Nonparametric Estimation for Functional Valued Processes
title_full_unstemmed Superoptimal Rate of Convergence in Nonparametric Estimation for Functional Valued Processes
title_short Superoptimal Rate of Convergence in Nonparametric Estimation for Functional Valued Processes
title_sort superoptimal rate of convergence in nonparametric estimation for functional valued processes
topic Research Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4897424/
https://www.ncbi.nlm.nih.gov/pubmed/27355012
http://dx.doi.org/10.1155/2014/264217
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