Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes
From MaRDI portal
Publication:4632273
Recommendations
- Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes
- Periodically correlated autoregressive Hilbertian processes
- Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes
- Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
- Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients
Cites work
- A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION
- A functional version of the ARCH model
- A note on estimation in Hilbertian linear models
- Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
- Determining the order of the functional autoregressive model
- Dynamic functional principal components
- ESTIMATION OF THE PERIOD OF PERIODICALLY CORRELATED SEQUENCES
- Empirical properties of forecasts with the functional autoregressive model
- Functional data analysis.
- Inference for functional data with applications
- Linear processes in function spaces. Theory and applications
- On the prediction of stationary functional time series
- Periodically correlated autoregressive Hilbertian processes
- Prediction of continuous time processes by \(C_{[0,1]}\)-valued autoregressive process
- Principal component analysis.
- Principal components analysis of periodically correlated functional time series
- Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
- Testing for periodicity in functional time series
- Weak convergence for the covariance operators of a Hilbertian linear process.
- Weak convergence in the functional autoregressive model
Cited in
(8)- Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes
- On the rate of convergence for the autocorrelation operator in functional autoregression
- 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
This page was built for publication: Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4632273)
