Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes
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Publication:5152282
DOI10.52547/jirss.19.2.1zbMath1469.62221OpenAlexW3161621439MaRDI QIDQ5152282
Publication date: 17 September 2021
Published in: Journal of the Iranian Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.52547/jirss.19.2.1
convergence ratecovariance operator\(H\)-valued periodically correlated processesstrongly second order processes
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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