Estimation of Autocorrelation Operators of Periodically Correlated Autoregressive Hilbertian Processes of Order One
نویسندگان
چکیده
منابع مشابه
Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
We show consistency in the mean integrated quadratic sense of an estimator of the autocorrelation operator in the autoregressive Hilbertian of order one model. Two main cases are considered, and we obtain upper bounds for the corresponding rates. c © 2001 Elsevier Science B.V. All rights reserved MSC: 62G05; 62M10
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ژورنال
عنوان ژورنال: Indian Journal of Science and Technology
سال: 2016
ISSN: 0974-5645,0974-6846
DOI: 10.17485/ijst/2016/v9i30/97348