
































Functional times series have become an integral part of both functional data and time series analysis. This paper deals with the functional autoregressive model of order 1 and the autoregression bootstrap for smooth functions. The regression operator is estimated in the framework developed by Ferraty and Vieu [2004] and Ferraty et al. [2007] which is here extended to the double functional case under an assumption of stationary ergodic data which dates back to Laib and Louani [2010]. The main result of this article is the characterization of the asymptotic consistency of the bootstrapped regression operator.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。