Regression models with correlated errors based on functional random design

Karim Benhenni (1) , Sonia Hedli-Griche (2) , Mustapha Rachdi (3)

1 IPS - Inférence Processus Stochastiques
2 UFAS1 - Université Ferhat-Abbas Sétif 1 [Sétif]
3 AGIM - AGeing and IMagery

This paper deals with the study of the estimation of the functional regression operator when the explanatory variable takes its values in some abstract space of functions. The main goal of this paper is to establish the exact rate of convergence of the mean squared error of the functional version of the Nadaraya–Watson kernel estimator when the errors come from a stationary process under long or short memory and based on random functional data. Moreover, these theoretical results are checked through some simulations with regular (smooth) and irregular curves and then with real data.

Domaines: Statistiques [math.ST]

Karim Benhenni, Sonia Hedli-Griche, Mustapha Rachdi. Regression models with correlated errors based on functional random design. Test, 2017, 26 (1), pp.1-21. ⟨10.1007/s11749-016-0495-1⟩. ⟨hal-01636182⟩