Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154570 | Statistics & Probability Letters | 2008 | 5 Pages |
Abstract
We study the nonparametric estimation of the mean function of a random process indexed by a compact metric space. We elaborate on the asymptotic variance and prove asymptotic normality for a general class of linear estimators. An application to simultaneous confidence intervals is proposed and investigated by simulation.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
David Degras,