On the asymptotic normality of kernel estimators of the long run covariance of functional time series.
István BerkesLajos HorváthGregory RicePublished in: J. Multivar. Anal. (2016)
Keyphrases
- long run
- short run
- asymptotic properties
- rates of convergence
- expected cost
- kernel density estimator
- heavy traffic
- non stationary
- kernel function
- infinite horizon
- asymptotically optimal
- optimal policy
- central limit theorem
- average reward
- support vector
- average cost
- queueing networks
- kernel methods
- feature space
- data mining
- hilbert schmidt
- kernel regression
- exchange rate
- search algorithm