Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
DOI10.1016/S0167-7152(01)00151-1zbMATH Open0999.62068OpenAlexW2040732590MaRDI QIDQ1612934FDOQ1612934
Authors: S. Guillas 
Publication date: 5 September 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00151-1
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Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30)
Cites Work
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- Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
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- Normalité asymptotique de l'estimateur empirique de l'opérateur d'autocorrélation d'un processus ARH(1)
Cited In (23)
- A note on strong-consistency of componentwise ARH(1) predictors
- The Maximum of the Periodogram of a Sequence of Functional Data
- Boosting for real and functional samples: an application to an environmental problem
- Testing changes in Hilbert space autoregressive models
- Kalman filtering from POP-based diagonalization of ARH(1)
- Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes
- Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
- Title not available (Why is that?)
- Estimation and simulation of autoregressive Hilbertian processes with exogenous variables
- On the rate of convergence for the autocorrelation operator in functional autoregression
- Title not available (Why is that?)
- Functional maximum-likelihood estimation of ARH(\(p\)) models
- Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
- Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes
- Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors
- Uniform convergence and asymptotic confidence bands for model-assisted estimators of the mean of sampled functional data
- Représentation autorégressive de l'opérateur de covariance empirique d'un ARH(1). Applications
- Title not available (Why is that?)
- Normalité asymptotique de l'estimateur empirique de l'opérateur d'autocorrélation d'un processus ARH(1)
- Asymptotic properties of a component-wise ARH(1) plug-in predictor
- Doubly stochastic Hilbertian processes
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
- Moving averages in Hilbert spaces
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