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math.ST2025
Optimal rates for estimating the covariance kernel from synchronously sampled functional data
Max Berger, Hajo Holzmann
We obtain minimax-optimal convergence rates in the supremum norm, including information-theoretic lower bounds, for estimating the covariance kernel of a stochastic process which i…
math.ST2025
Smooth and rough paths in mean derivative estimation for functional data
Max Berger, Hajo Holzmann
In this paper, in a multivariate setting we derive near optimal rates of convergence in the minimax sense for estimating partial derivatives of the mean function for functional dat…