Asymptotic equivalence for regression under fractional noise
分数噪声回归模型的渐近等价性
Consider estimation of the regression function based on a model with equidistant design and measurement errors generated from a fractional Gaussian noise process. In previous literature, this model has been heuristically linked to an experiment, where the anti-derivative of the regression function is continuously observed under additive perturbation by a fractional Brownian motion. Based on a reformulation of the problem using reproducing kernel Hilbert spaces, we derive…