The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions

We consider the double functional nonparametric regression model $Y=r(X)+ϵ$, where the response variable $Y$ is Hilbert space-valued and the covariate $X$ takes values in a pseudometric space. The data satisfy an ergodicity criterion which dates back to Laib and Louani (2010) and are arranged in a triangular array. So our model also applies to samples obtained from spatial processes, e.g., stationary random fields indexed by the regular lattice ${\mathbb{Z}}^N$ for some $N\in {\mathbb{N}}_{+}$. We consider a kernel estimator of the Nadaraya–Watson type for the regression operator $r$ and study its limiting law which is a Gaussian operator on the Hilbert space. Moreover, we investigate both a naive and a wild bootstrap procedure in the double functional setting and demonstrate their asymptotic validity. This is quite useful as building confidence sets based on an asymptotic Gaussian distribution is often difficult.