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Activity Number:
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481
- Nonparametric Methods in Functional Data Analysis
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Type:
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Contributed
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Date/Time:
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Thursday, August 6, 2020 : 10:00 AM to 2:00 PM
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Sponsor:
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Section on Nonparametric Statistics
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Abstract #312479
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Title:
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Statistical Inference for the Stationary Mean of Functional Time Series
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Author(s):
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Jie Li* and Lijian Yang
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Companies:
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Tsinghua University and Tsinghua University
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Keywords:
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B-spline;
Confidence band;
Functional data;
Moving average
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Abstract:
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Inference via simultaneous confidence band is studied for stationary mean function of the dependent functional data with moving average structure. A B-spline estimator is proposed for the mean function together with a confidence band which is asymptotically correct. Under mild conditions, the spline estimator and its accompanying confidence band enjoy oracle efficiency in the sense that they are asymptotically equivalent to the counterparts obtained from the random trajectories entirely observed without errors. Simulation studies are carried out and strongly corroborate the asymptotic theory. The confidence band procedure is illustrated by analyzing the ElectroEncephalogram data.
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Authors who are presenting talks have a * after their name.
