Normalité asymptotique de l'estimateur empirique de l'opérateur d'autocorrélation d'un processus ARH(1)
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Publication:4937445
DOI10.1016/S0764-4442(00)87496-0zbMath0949.62079MaRDI QIDQ4937445
Publication date: 30 August 2000
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
Hilbert space; central limit theorem; autocorrelation operator; empirical covariance operators; ARH(1) model
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
46N30: Applications of functional analysis in probability theory and statistics
60B11: Probability theory on linear topological spaces
60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)
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