M-estimation of the regression function under random left truncation and functional time series model
Résumé
In this paper we study the M-estimation of the functional nonparametric regression when the response variable is subject to left-truncation by an other random variable. Under standard assumptions, we get the almost complete convergence rate of this robust estimate when the sample is an \alpha -mixing sequence. This approach can be applied in time series analysis to the prediction problem. Our asymptotic results are confronted by some simulations study.