Uniform consistency rate of kNN regression estimation for functional time series data |
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| Authors: | Nengxiang Ling Shuyu Meng Philippe Vieu |
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| Affiliation: | 1. School of Mathematics, Hefei University of Technology, Hefei, People's Republic of China;2. School of Science, Nanjing University of Science and Technology, Nanjing, People's Republic of China;3. Institut de Mathématiques, Université Paul Sabatier, Toulouse, France |
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| Abstract: | ![]()
In this paper, we investigate the k-nearest neighbours (kNN) estimation of nonparametric regression model for strong mixing functional time series data. More precisely, we establish the uniform almost complete convergence rate of the kNN estimator under some mild conditions. Furthermore, a simulation study and an empirical application to the real data analysis of sea surface temperature (SST) are carried out to illustrate the finite sample performances and the usefulness of the kNN approach. |
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| Keywords: | kNN estimation nonparametric functional data analysis strong mixing dependence uniform almost complete convergence rate |
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