Estimation of mean and covariance operator of autoregressive processes in Banach spaces

DOI10.1023/A:1021279131053zbMath1028.62070OpenAlexW1550791123MaRDI QIDQ1862207

Denis Bosq

Publication date: 10 March 2003

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021279131053

zbMATH Keywords

Hilbert spacelaw of large numberslaw of the iterated logarithmBanach spacecentral limit theoremautoregressive processessample meanBerry-Esseen boundoptimal rateslarge deviation inequalitiesempirical covariance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Applications of functional analysis in probability theory and statistics (46N30) Probability theory on linear topological spaces (60B11)

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