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On the functional local linear estimate for spatial regression
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Abdelhak Chouaf
Published/Copyright:
August 31, 2012
Abstract
Consider Zi = (Xi,Yi), i ∈ ℤN be an F×ℝ-valued measurable strictly stationary spatial process, where F is a semi-metric space. We study the spatial covariation between Xi and Yi by using the local linear estimate of the functional spatial regression E[Yi|Xi]. The main result of this work is the establishment of the almost complete convergence for the proposed estimator, under some general conditions. We illustrate our methodology by applying the estimator to climatological data.
Keywords: consumption process; exponential Ornstein-Uhlenbeck process; utility maximization; dual method
Published Online: 2012-08-31
Published in Print: 2012-08
© by Oldenbourg Wissenschaftsverlag, München, Germany
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- On the functional local linear estimate for spatial regression
- Adaptive estimation for an inverse regression model with unknown operator
- Dependence properties of dynamic credit risk models
- A note on optimal consumption and investment in a geometric Ornstein–Uhlenbeck market
Keywords for this article
consumption process;
exponential Ornstein-Uhlenbeck process;
utility maximization;
dual method
Articles in the same Issue
- On the functional local linear estimate for spatial regression
- Adaptive estimation for an inverse regression model with unknown operator
- Dependence properties of dynamic credit risk models
- A note on optimal consumption and investment in a geometric Ornstein–Uhlenbeck market
