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Nearest neighbors estimation for long memory functional data

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  • Lihong Wang

    (Nanjing University)

Abstract

In this paper, we consider the asymptotic properties of the nearest neighbors estimation for long memory functional data. Under some regularity assumptions, we investigate the asymptotic normality and the uniform consistency of the nearest neighbors estimators for the nonparametric regression models when the explanatory variable and the errors are of long memory and the explanatory variable takes values in some abstract functional space. The finite sample performance of the proposed estimator is discussed through simulation studies.

Suggested Citation

  • Lihong Wang, 2020. "Nearest neighbors estimation for long memory functional data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(4), pages 709-725, December.
    • Handle: RePEc:spr:stmapp:v:29:y:2020:i:4:d:10.1007_s10260-019-00499-1
    DOI: 10.1007/s10260-019-00499-1
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    References listed on IDEAS

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