Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients
DOI10.1016/j.jmva.2018.07.009zbMath1411.62135OpenAlexW2883420083WikidataQ129465834 ScholiaQ129465834MaRDI QIDQ1755118
Publication date: 4 January 2019
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2018.07.009
Hilbert spacewhite noisestationary solutioncovariance operatorautoregressive processHilbert-Schmidt normmartingale differencerandom coefficientcross-covariance operatorparametric rate of convergence
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)
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