Periodically correlated autoregressive Hilbertian processes

DOI10.1007/S11203-011-9056-0zbMATH Open1247.60051OpenAlexW1998510141MaRDI QIDQ453784FDOQ453784

Authors: A. R. Soltani, M. Hashemi 

Publication date: 28 September 2012

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

Full work available at URL: https://doi.org/10.1007/s11203-011-9056-0

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zbMATH Keywords

central limit theoremautoregressivecovariance operatormoving averagestrong lawHilbertian processesperiodically correlated

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Random measures (60G57)

Cites Work

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• Inference on periodograms of infinite dimensional discrete time periodically correlated processes
• Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
• On covariance generating functions and spectral densities of periodically correlated autoregressive processes

Cited In (21)

• The Wold decomposition of Hilbertian periodically correlated processes
• Causal Wiener filter banks for periodically correlated time series
• Testing changes in Hilbert space autoregressive models
• Extension of Autocovariance Coefficients Sequence for Periodically Correlated Processes
• Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes
• A journey from univariate to multivariate functional time series: a comprehensive review
• Title not available (Why is that?)
• Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
• Title not available (Why is that?)
• On covariance generating functions and spectral densities of periodically correlated autoregressive processes
• Inference on periodograms of infinite dimensional discrete time periodically correlated processes
• Représentation autorégressive de l'opérateur de covariance empirique d'un ARH(1). Applications
• Hilbertian spatial periodically correlated first order autoregressive models
• On infinite dimensional discrete time periodically correlated processes
• On the existence of Hilbert valued periodically correlated autoregressive processes
• Some laws of the iterated logarithm in Hilbertian autoregressive models
• Certain periodically correlated multicomponent locally stationary processes
• First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem
• Doubly stochastic Hilbertian processes
• On periodic autoregressive processes estimation
• Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes

Uses Software

• partsm

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