Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes

DOI10.1080/02331888.2018.1547907zbMath1417.62245OpenAlexW2903179128MaRDI QIDQ4632273

H. Haghbin, Maryam Hashemi, 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

zbMATH Keywords

estimationautoregressive processesautocorrelationperiodically correlated processesHilbertian processes

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces

Uses Software

• fda (R)
• freqdom.fda

Cites Work

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