On the rate of convergence for the autocorrelation operator in functional autoregression
DOI10.1016/J.SPL.2022.109575OpenAlexW4283080704WikidataQ114130445 ScholiaQ114130445MaRDI QIDQ2170238FDOQ2170238
Authors: Alessia Caponera, Victor M. Panaretos 
Publication date: 30 August 2022
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2202.09287
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Cites Work
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- Functional Data Analysis for Sparse Longitudinal Data
- A family of minimax rates for density estimators in continuous time
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- Recent advances in functional data analysis and high-dimensional statistics
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
- Title not available (Why is that?)
- Title not available (Why is that?)
- Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
- Weak convergence in the functional autoregressive model
- Normalité asymptotique de l'estimateur empirique de l'opérateur d'autocorrélation d'un processus ARH(1)
- Strongly consistent autoregressive predictors in abstract Banach spaces
- On functional data analysis and related topics
- A taste of inverse problems. Basic theory and examples
Cited In (8)
- Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients
- The Maximum of the Periodogram of a Sequence of Functional Data
- THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1
- Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes
- On the rate of convergence for the autocorrelation operator in functional autoregression
- Sieves estimator of the operator of a functional autoregressive process
- Novel whitening approaches in functional settings
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
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