On the rate of convergence for the autocorrelation operator in functional autoregression

DOI10.1016/J.SPL.2022.109575MaRDI QIDQ2170238zbMATH OpenOpenAlexWikidataFDO

Authors Alessia Caponera, Victor M. Panaretos

Publication date 30 August 2022

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2202.09287

zbMATH Keywords

Tikhonov regularizationfunctional time seriessource condition

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 3676608 (Why is no real title available?)
• scientific article; zbMATH DE number 17221 (Why is no real title available?)
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• Functional Data Analysis for Sparse Longitudinal Data
• Normalité asymptotique de l'estimateur empirique de l'opérateur d'autocorrélation d'un processus ARH(1)
• On functional data analysis and related topics
• Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
• Recent advances in functional data analysis and high-dimensional statistics
• Strongly consistent autoregressive predictors in abstract Banach spaces
• Theoretical foundations of functional data analysis, with an introduction to linear operators
• Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
• Weak convergence in the functional autoregressive model

Cited in

(8)

• Sieves estimator of the operator of a functional autoregressive process
• Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
• Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients
• Novel whitening approaches in functional settings
• The Maximum of the Periodogram of a Sequence of Functional Data
• On the rate of convergence for the autocorrelation operator in functional autoregression
• THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1
• Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes

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