On the rate of convergence for the autocorrelation operator in functional autoregression
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Publication:2170238
DOI10.1016/j.spl.2022.109575OpenAlexW4283080704WikidataQ114130445 ScholiaQ114130445MaRDI QIDQ2170238
Victor M. Panaretos, Alessia Caponera
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
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
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