It has recently been observed that wide-sense self-similar processes have a rich linear structure analogous to that of wide-sense stationary processes. In this paper, a reproducing kernel Hilbert space (RKHS) approach is used to characterize this structure. The RKHS associated with a selfsimilar process on a variety of simple index sets has a straightforward description, provided that the scale...

Let $\mathfrak{j}$ and $\mathfrak{j}^{'}$ be the Cartan subalgebras of complex semi-simple Lie algebras $\mathfrak{g}$ $\mathfrak{g}^{'}$, $\mathfrak{j}^{*}$ $(\mathfrak{j}^{'})^{*}$ their duals, $\mathfrak{j}^{\vee}$ $(\mathfrak{j}^{'})^{\vee}$ biduals respectively. We consider $B(.,.)$, restriction to Killing form $\mathfrak{g}^{'}$. In this work, using kernel $K$ reproducing subalgebra an op...

Expectile regression is a useful alternative to conditional mean and quantile for characterizing response distribution, especially when the distribution asymmetric or its tails are of interest. In this article, we propose class scalar‐on‐function linear expectile models where functional slope parameter assumed reside in reproducing kernel Hilbert space (RKHS). Our approach addresses numerous dr...