Covariance operator estimation of a functional autoregressive process with random coefficients

DOI10.1016/j.spl.2013.09.018zbMath1284.62541OpenAlexW1991956084MaRDI QIDQ2444367

Abdelaziz Allam, Tahar Mourid

Publication date: 9 April 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.09.018

zbMATH Keywords

Hilbert-Schmidt normeigenvalues and eigenvectors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (1)

Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients

Uses Software

• fda (R)

Cites Work

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