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arxiv: 0706.1154 · v1 · submitted 2007-06-08 · 🧮 math.ST · math.PR· stat.AP· stat.TH

Additive Regression Model for Continuous Time Processes

classification 🧮 math.ST math.PRstat.APstat.TH
keywords additiveregressioncontinuousmodeloptimaltimeasymptoticbuild
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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.

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