Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes
DOI10.1080/02331888.2018.1547907zbMATH Open1417.62245OpenAlexW2903179128WikidataQ128839177 ScholiaQ128839177MaRDI QIDQ4632273FDOQ4632273
Authors: Maryam Hashemi, H. Haghbin, Atefeh Zamani 
Publication date: 29 April 2019
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2018.1547907
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autocorrelationestimationautoregressive processesperiodically correlated processesHilbertian processes
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cited In (7)
- Periodically correlated autoregressive Hilbertian processes
- Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes
- Hilbertian spatial periodically correlated first order autoregressive models
- Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
- Normalité asymptotique de l'estimateur empirique de l'opérateur d'autocorrélation d'un processus ARH(1)
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
- Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes
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