Periodically correlated autoregressive Hilbertian processes
From MaRDI portal
(Redirected from Publication:453784)
Recommendations
- On the existence of Hilbert valued periodically correlated autoregressive processes
- Publication:4937392
- Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes
- scientific article; zbMATH DE number 2190882
- On periodic autoregressive processes estimation
- scientific article; zbMATH DE number 6607804
- Hilbertian spatial periodically correlated first order autoregressive models
- Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes
- The Wold decomposition of Hilbertian periodically correlated processes
Cites work
- scientific article; zbMATH DE number 1278754 (Why is no real title available?)
- scientific article; zbMATH DE number 559114 (Why is no real title available?)
- scientific article; zbMATH DE number 733051 (Why is no real title available?)
- scientific article; zbMATH DE number 976336 (Why is no real title available?)
- A spectral representation for weakly periodic sequences of bounded linear transformations
- Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
- Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
- Autoregressive forecasting of some functional climatic variations
- Bibliography on cyclostationarity
- Inference on periodograms of infinite dimensional discrete time periodically correlated processes
- Linear processes in function spaces. Theory and applications
- On covariance generating functions and spectral densities of periodically correlated autoregressive processes
- Periodically Correlated Random Sequences
- Testing the stability of the functional autoregressive process
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
- Weak convergence for the covariance operators of a Hilbertian linear process.
- Weak convergence in the functional autoregressive model
Cited in
(21)- scientific article; zbMATH DE number 4129715 (Why is no real title available?)
- Doubly stochastic Hilbertian processes
- Testing changes in Hilbert space autoregressive models
- Some laws of the iterated logarithm in Hilbertian autoregressive models
- Hilbertian spatial periodically correlated first order autoregressive models
- A journey from univariate to multivariate functional time series: a comprehensive review
- Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes
- The Wold decomposition of Hilbertian periodically correlated processes
- On the existence of Hilbert valued periodically correlated autoregressive processes
- Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
- Extension of Autocovariance Coefficients Sequence for Periodically Correlated Processes
- Causal Wiener filter banks for periodically correlated time series
- Représentation autorégressive de l'opérateur de covariance empirique d'un ARH(1). Applications
- On covariance generating functions and spectral densities of periodically correlated autoregressive processes
- On infinite dimensional discrete time periodically correlated processes
- First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem
- Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes
- scientific article; zbMATH DE number 2190882 (Why is no real title available?)
- Inference on periodograms of infinite dimensional discrete time periodically correlated processes
- On periodic autoregressive processes estimation
- Certain periodically correlated multicomponent locally stationary processes
This page was built for publication: Periodically correlated autoregressive Hilbertian processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q453784)