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Least squares type estimation of the transition density of a particular hidden Markov chain
Hidden Markov Chain Transition Density Nonparametric Estimation Model Selection Rate of convergence
2009/9/16
In this paper, we study the following model of hidden Markov chain: $Y_i=X_i+varepsilon_i$, $ i=1,dots,n+1$ with $(X_i)$ a real-valued stationary Markov chain and $(varepsilon_i)_{1leq ileq n+1}$ a no...
Weighted least squares methods for prediction in the functional data linear model
Cross-validation eigenfunction eigenvector functional data analysis mean squared error orthogonal series rate of convergence
2009/9/16
The problem of prediction in functional linear regression is conventionally addressed by reducing dimension via the standard principal component basis. In this paper we show that weighted least-square...