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math.ST2025
Adaptive estimation in regression models for weakly dependent data and explanatory variable with known density
Karine Bertin, Lisandro Fermin, Miguel Padrino
This article is dedicated to the estimation of the regression function when the explanatory variable is a weakly dependent process whose correlation coefficient exhibits exponentia…
math.ST2014★ 1 cited
A Robbins Monro algorithm for nonparametric estimation of NAR process with Markov-Switching: consistency
Lisandro Fermín, Ricardo Ríos, Luis-Angel Rodríguez
We consider nonparametric estimation for functional autoregressive processes with Markov switching. First, we study the case where complete data is available; i.e. when we observe…