Abstract:In this paper, a heteroscedastic functional regression model with martingale difference errors is considered. We are interested in realtime estimation of the regression as well as the conditional variance operators when the response is a real-valued random variable and the covariate belongs to an infinite-dimensional space. A Robbins-Monro-type estimator of the conditional variance is introduced when a sample is collected from an underlying stationary and ergodic process. First, a local uniform L q-consistency… Show more
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