Advances on asymptotic normality in non-parametric functional time series analysis

By Laurent Delsol. 2009

67 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/0fa435b3b4e6363fdd0a2b6328245f5c1b9a9782

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Nengxiang Ling
2. Frédéric Ferraty
3. I. Van Keilegom
4. Philippe Vieu
5. Heng Lian
6. Songxi Chen

In Statistics and Probability

1. Nengxiang Ling
2. Heng Lian
3. Philippe Vieu
4. Frédéric Ferraty
5. Mariela Sued
6. I. Van Keilegom
7. Peter Hall
8. Wenceslao González-Manteiga

Citations in the corpus

• On the Validity of the Bootstrap in Non‐Parametric Functional Regression (2009, background): “Asymptotic normality has been established in Masry (2005), Delsol (2009) and Ferraty et al. (2007).”
• Nonparametric modelling for functional data: selected survey and tracks for future (2018, background): “First studies are based on mixing conditions on the sample: complete convergence results of type (4) were firstly presented for basic kernel estimate (3) in [60] and extended in [4,61,62], while uniform rates of type (5) were presented in [63] (see [64]) and asymptotic normality was stated in [65] a”
• Mean estimation with data missing at random for functional covariables (2013, background): “The recent studies developed by Ferraty and Vieu [13–15] have opened the path to a wide literature on non-parametric modelling of functional statistical problems (see [16,17], for large sets of references).”