Additive Regression Model for Continuous Time Processes

2007/06/08 by Debbarh, Mohammed, Maillot, Bertrand
#Applications (stat.AP) #FOS: Computer and information sciences #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.0706.1154

Abstract

In the setting of additive regression model for continuous time process, we establish the optimal uniform convergence rates and optimal asymptotic quadratic error of additive regression. To build our estimate, we use the marginal integration method.

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