Covariance operator estimation of a functional autoregressive process with random coefficients

DOI10.1016/j.spl.2013.09.018zbMath1284.62541MaRDI QIDQ2444367

Abdelaziz Allam, Tahar Mourid

Publication date: 9 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.spl.2013.09.018

zbMATH Keywords

Hilbert-Schmidt norm; eigenvalues and eigenvectors

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

46N30: Applications of functional analysis in probability theory and statistics

Related Items

Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients

Uses Software

• fda (R)

Cites Work

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