Normalité asymptotique de l'estimateur empirique de l'opérateur d'autocorrélation d'un processus ARH(1)

DOI10.1016/S0764-4442(00)87496-0zbMATH Open0949.62079MaRDI QIDQ4937445FDOQ4937445

Authors: André Mas 

Publication date: 30 August 2000

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

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zbMATH Keywords

central limit theoremHilbert spaceautocorrelation operatorempirical covariance operatorsARH(1) model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30) Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cited In (16)

• A note on strong-consistency of componentwise ARH(1) predictors
• Title not available (Why is that?)
• Testing changes in Hilbert space autoregressive models
• On functional data analysis and related topics
• Title not available (Why is that?)
• Classical and Bayesian componentwise predictors for non-compact correlated ARH(1) processes
• On the rate of convergence for the autocorrelation operator in functional autoregression
• Functional maximum-likelihood estimation of ARH(\(p\)) models
• The ARHD model
• Weak convergence in the functional autoregressive model
• Représentation autorégressive de l'opérateur de covariance empirique d'un ARH(1). Applications
• Limit theorems for \(D[0,1]\)-valued autoregressive processes
• Title not available (Why is that?)
• Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
• Resolvent estimators for functional autoregressive processes with random coefficients
• Asymptotic properties of a component-wise ARH(1) plug-in predictor

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