Additive Regression Model for Continuous Time Processes
Statistics Theory
2007-06-11 v1 Probability
Applications
Statistics Theory
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.
Cite
@article{arxiv.0706.1154,
title = {Additive Regression Model for Continuous Time Processes},
author = {Mohammed Debbarh and Bertrand Maillot},
journal= {arXiv preprint arXiv:0706.1154},
year = {2007}
}