Perform an estimation of \(Var(X_{t_0)}\).

Source: R/estimate_parameters.R

This function performs an estimation of \(Var(X_{t_0})\) used for the estimation of the bandwidth for the mean and the covariance by a univariate kernel regression estimator.

estimate_var(curves_smooth)

Arguments

curves_smooth

List, resulting from the presmoothing function.

Value

Numeric, estimation of the variance at \(t_0\).

References

S. Golovkine, N. Klutchnikoff and V. Patilea (2021) - Adaptive optimal estimation of irregular mean and covariance functions.