Výsledky vyhledávání - "Local polynomial estimation"

Akademický článek

Limit theorems for local polynomial estimation of regression for functional dependent data

Publikováno v: AIMS Mathematics, Vol 9, Iss 9, Pp 23651-23691 (2024)

Local polynomial fitting exhibits numerous compelling statistical properties, particularly within the intricate realm of multivariate analysis. However, as functional data analysis gains prominence as a dynamic and pertinent field in data science, th

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Akademický článek

Optimization study of high-dimensional varying coefficient partially linear model based on elastic network

Autor: Mengmeng Zhao, Aifen Feng, Jie Zhou, Zhengfen Jin, Jingya Fan

Publikováno v: Engineering Science and Technology, an International Journal, Vol 55, Iss , Pp 101731- (2024)

In this paper, we study the high-dimensional varying coefficient partially linear model and proposes a variable parameter selection method combined with elastic network. The two-stage estimation method is adopted and the alternating direction multipl

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Akademický článek

Daily nonparametric ARCH(1) model estimation using intraday high frequency data

Autor: Xin Liang, Xingfa Zhang, Yuan Li, Chunliang Deng

Publikováno v: AIMS Mathematics, Vol 6, Iss 4, Pp 3455-3464 (2021)

In this paper, the intraday high-frequency data are used to estimate the volatility function of daily nonparametric ARCH(1) model. A nonparametric volatility proxy model is proposed to achieve this objective. Under regular assumptions, the asymptotic

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