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

DOI10.1016/S0764-4442(00)87496-0MaRDI QIDQ4937445zbMATH OpenFDO

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)

Full work available at URL https://doi.org/10.1016/S0764-4442(00)87496-0

zbMATH Keywords

ARH(1) modelautocorrelation operatorcentral limit theoremempirical covariance operatorsHilbert space

Mathematics Subject Classification ID

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) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(16)

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• A note on strong-consistency of componentwise ARH(1) predictors
• Testing changes in Hilbert space autoregressive models
• Functional maximum-likelihood estimation of ARH(\(p\)) models
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• Resolvent estimators for functional autoregressive processes with random coefficients
• On the rate of convergence for the autocorrelation operator in functional autoregression
• scientific article; zbMATH DE number 4131496 (Why is no real title available?)
• Représentation autorégressive de l'opérateur de covariance empirique d'un ARH(1). Applications
• Asymptotic properties of a component-wise ARH(1) plug-in predictor
• Classical and Bayesian componentwise predictors for non-compact correlated ARH(1) processes
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• Limit theorems for \(D[0,1]\)-valued autoregressive processes
• The ARHD model
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