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• W2885151018 abstract "A linear multiple regression model in function spaces is formulated, under temporal correlated errors. This formulation involves kernel regressors. A generalized least-squared regression parameter estimator is derived. Its asymptotic normality and strong consistency is obtained, under suitable conditions. The correlation analysis is based on a componentwise estimator of the residual autocorrelation operator. When the dependence structure of the functional error term is unknown, a plug-in generalized least-squared regression parameter estimator is formulated. Its strong consistency is proved as well. A simulation study is undertaken to illustrate the performance of the presented approach, under different regularity conditions. An application to financial panel data is also considered." @default.
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• W2885151018 date "2018-09-22" @default.
• W2885151018 modified "2023-09-23" @default.
• W2885151018 title "Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors" @default.
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• W2885151018 doi "https://doi.org/10.1007/s11749-018-0614-2" @default.
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