Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes
Author:
Affiliation:
1. Department of Statistics, University of Khansar, Khansar, Iran
2. Faculty of Science, Department of Statistics, Shiraz University, Shiraz, Iran
3. Faculty of Science, Department of Statistics, Persian Gulf University, Boushehr, Iran
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/02331888.2018.1547907
Reference24 articles.
1. Periodically correlated autoregressive Hilbertian processes
2. Estimation of Autocorrelation Operators of Periodically Correlated Autoregressive Hilbertian Processes of Order One
3. GRAPHICAL METHODS FOR DETERMINING THE PRESENCE OF PERIODIC CORRELATION
4. ESTIMATION OF THE PERIOD OF PERIODICALLY CORRELATED SEQUENCES
5. A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION
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1. Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces;Electronic Journal of Statistics;2022-01-01
2. Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes;Journal of the Iranian Statistical Society;2020-12-01
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