Convergence rate of kernel regression estimation for time series data when both response and covariate are functional

摘要

We investigate kernel estimates in the functional nonparametric regression model when both the response and the explanatory variable (the covariate) are functional. The rates of almost complete and uniform almost complete convergence of the estimator are obtained under some mild alphadocumentclass[12pt]{minimal} usepackage{amsmath} usepackage{wasysym} usepackage{amsfonts} usepackage{amssymb} usepackage{amsbsy} usepackage{mathrsfs} usepackage{upgreek} setlength{oddsidemargin}{-69pt} egin{document}$$lpha $$end{document}-mixing functional sample. Finally, a simulation study is carried out to illustrate the finite sample performance of the estimator.