Functional linear model
Functional linear model
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DOI：
10.1016/s0167-7152(99)00036-x
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发表时间：
1999-10-15
影响因子：
0.8
通讯作者：
Sarda, P
中科院分区：
文献类型：
--
作者：
Cardot, H;Ferraty, F;Sarda, P
本文研究了一个解释变量为连续时间过程的采样点的回归模型。我们提出了一个回归估计的功能主成分分析的方式类似于一个介绍了Bosq [（1991）北约，ASI系列，页。509-529]在希尔伯特AR过程的情况下。证明了该估计量的依概率收敛性和几乎处处收敛性。(C)1999 Elsevier Science B. V.保留所有权利。
In this paper, we study a regression model in which explanatory variables are sampling points of a continuous-time process. We propose an estimator of regression by means of a Functional Principal Component Analysis analogous to the one introduced by Bosq [(1991) NATO, ASI Series, pp. 509-529] in the case of Hilbertian AR processes. Both convergence in probability and almost sure convergence of this estimator are stated. (C) 1999 Elsevier Science B.V. All rights reserved.