Some asymptotic results of a non‐parametric conditional mode estimator for functional time‐series data |
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Authors: | M'hamed Ezzahrioui Elias Ould Saïd |
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Institution: | Universitéy de Lille Nord de France, F‐59000 Lille, France and U.L.C.O., L.M.P.A., F‐62228 Calais, France |
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Abstract: | We consider the estimation of the conditional mode function when the covariates take values in some abstract function space. The main goal of this paper was to establish the almost complete convergence and the asymptotic normality of the kernel estimator of the conditional mode when the process is assumed to be strongly mixing and under the concentration property over the functional regressors. Some applications are given. This approach can be applied in time‐series analysis to the prediction and confidence band building. We illustrate our methodology by using El Ni o data. |
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Keywords: | almost complete convergence conditional density function conditional mode functional data kernel estimator strong mixing |
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