Covariance operator estimation of a functional autoregressive process with random coefficients

DOI10.1016/J.SPL.2013.09.018MaRDI QIDQ2444367zbMATH OpenOpenAlexFDO

Authors 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

eigenvalues and eigenvectorsHilbert-Schmidt norm

Mathematics Subject Classification ID

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

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Cited in

(8)

• Sieves estimator of functional autoregressive process
• Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients
• Resolvent estimators for functional autoregressive processes with random coefficients
• Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
• On the rate of convergence for the autocorrelation operator in functional autoregression
• Sieves estimator of the operator of a functional autoregressive process
• Représentation autorégressive de l'opérateur de covariance empirique d'un ARH(1). Applications
• scientific article; zbMATH DE number 4119450 (Why is no real title available?)

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