Additive Regression Model for Continuous Time Processes

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In the setting of additive regression model for continuous time process, we establish the optimal uniform convergence rates and optimal asymptotic quadratic error of additive regression. To build our estimate, we use the marginal integration method.
19 pages

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Statistics Theory, Probability, Applications

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http://salesiana.dossiersoluciones.com/handle/123456789/130039

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0706.1154
 http://arxiv.org/abs/0706.1154

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arXiv