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Get Access to Full TextConsider Zi = (Xi,Yi), i ∈ ℤN be an F×ℝ-valued measurable strictly stationary spatial process, where F is a semi-metric space. We study the spatial covariation between Xi and Yi by using the local linear estimate of the functional spatial regression E[Yi|Xi]. The main result of this work is the establishment of the almost complete convergence for the proposed estimator, under some general conditions. We illustrate our methodology by applying the estimator to climatological data.
Keywords: consumption process; exponential Ornstein-Uhlenbeck process; utility maximization; dual method
Published Online: 2012-08-31
Published in Print: 2012-08-01
Citation Information: Statistics & Risk Modeling with Applications in Finance and Insurance, ISSN (Print) 2193-1402, DOI: https://doi.org/10.1524/strm.2012.1114.
© by Oldenbourg Wissenschaftsverlag, München, Germany.
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