Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151983 | Statistics & Probability Letters | 2012 | 9 Pages |
Abstract
In this paper, we investigate the estimation of conditional density function based on the single-index model for functional time series data. The asymptotic normality of the conditional density estimator and the conditional mode estimator for the αα mixing dependence functional time series data are obtained, respectively. Furthermore, as applications, the asymptotic (1-ζ)(1-ζ) confidence interval of the conditional density function and the conditional mode are also presented for 0<ζ<10<ζ<1.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Nengxiang Ling, Qian Xu,