Estimation of mean and covariance operator for Banach space valued autoregressive processes with dependent innovations

DOI10.1007/s11203-003-0382-8zbMath1079.62084OpenAlexW2028527427MaRDI QIDQ2573251

Olimjon Sh. Sharipov, Herold G. Dehling

Publication date: 7 November 2005

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

Full work available at URL: https://doi.org/10.1007/s11203-003-0382-8

zbMATH Keywords

sample meanautoregressive processmixing conditionsempirical covariance operator

Mathematics Subject Classification ID

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

Related Items (14)

Plug-in prediction intervals for a special class of standard ARH(1) processes ⋮ Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces ⋮ Nonparametric regression for locally stationary functional time series ⋮ Fourier analysis of stationary time series in function space ⋮ A note on quadratic forms of stationary functional time series under mild conditions ⋮ COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES ⋮ Higher‐Order Accurate Spectral Density Estimation of Functional Time Series ⋮ Locally stationary functional time series ⋮ Strongly consistent autoregressive predictors in abstract Banach spaces ⋮ A nonparametric test for stationarity in functional time series ⋮ SPHARMA approximations for stationary functional time series on the sphere ⋮ Asymptotic properties of a component-wise ARH(1) plug-in predictor ⋮ Detecting deviations from second-order stationarity in locally stationary functional time series ⋮ Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes

Cites Work

• Sharp conditions for the CLT of linear processes in a Hilbert space
• Berry-Esseen bounds for statistics of weakly dependent samples
• Estimation of mean and covariance operator of autoregressive processes in Banach spaces
• Maximal inequalities for partial sums of \(\rho\)-mixing sequences
• On the Accuracy of Normal Approximation of the Probability of Hitting a Ball of Sums of Weakly Dependent Hilbert Space Valued Random Variables I
• Some Limit Theorems for Stationary Processes

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