First order autoregressive periodically correlated model in Banach spaces: Existence and central limit theorem
نویسندگان
چکیده
منابع مشابه
On the existence of Hilbert valued periodically correlated autoregressive processes
In this paper we provide sufficient condition for existence of a unique Hilbert valued ($mathbb{H}$-valued) periodically correlated solution to the first order autoregressive model $X_{n}=rho _{n}X_{n-1}+Z_{n}$, for $nin mathbb{Z}$, and formulate the existing solution and its autocovariance operator. Also we specially investigate equivalent condition for the coordinate process...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2017
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2016.12.037