Functional regression of continuous state distributions

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Nonstationarity in time series of state densities (2016, background): “The reader is also referred to Park and Qian (2012) for the statistical theory of stationary regression with state densities defined similarly as in our paper.”
Functional linear regression with functional response (2017, methodology): “…(2005) rely on scatterplot smoothing to compute ̂jl in (17) and use leave-one-out cross-validation to select the number of included eigenfunctions J and L. Park and Qian (2012) and Crambes and Mas (2013) use a slightly di¤erent estimator: ̂ (s; t) = 1 n nX i=1 JX j=1 D Zi; ̂j E ̂j ̂j (s)Yi…”