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Superoptimal Rate of Convergence in Nonparametric Estimation for Functional Valued Processes
Christophe Chesneau1, Bertrand Maillot1
1LMNO, CNRS, Université de Caen, Campus II, Science 3, 14032 Caen, France.
Abstract:
We consider the nonparametric estimation of the generalised regression function for continuous time processes with irregular paths when the regressor takes values in a semimetric space. We establish the mean-square convergence of our estimator with the same superoptimal rate as when the regressor is real valued.
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