ABSTRACT
In this paper, we investigate the k-nearest neighbours (kNN) estimation of nonparametric regression model for strong mixing functional time series data. More precisely, we establish the uniform almost complete convergence rate of the kNN estimator under some mild conditions. Furthermore, a simulation study and an empirical application to the real data analysis of sea surface temperature (SST) are carried out to illustrate the finite sample performances and the usefulness of the kNN approach.
Acknowledgments
The authors would like to thank the Editor in Chief, the A.E and the two anonymous reviewers for their valuable comments and suggestions that are very helpful for them to improve the quality and presentation of the paper significantly.
Disclosure statement
No potential conflict of interest was reported by the authors.