Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes
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Abstract:
This paper focuses on the empirical autocovariance operator of H-valued periodically correlated processes. It will be demonstrated that the empirical estimator converges to a limit with the same periodicity as the main process. Moreover, the rate of convergence of the empirical autocovariance operator in Hilbert-Schmidt norm is derived.
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Journal title
volume 19 issue 2
pages 1- 13
publication date 2020-12
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