Statistics of seasonality perturbed by time continuous processes with autoregressive representation

DOI10.1016/S1631-073X(02)02352-XzbMath0994.62090MaRDI QIDQ1608704

Tahar Mourid

Publication date: 8 October 2002

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

zbMATH Keywords

Banach space of continuous functionsautoregressive representationestimator of seasonality

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (1)

Strongly consistent autoregressive predictors in abstract Banach spaces

Cites Work

• Parametric estimation for the mean of a Gaussian process by the method of sieves
• A strong convergence theorem for Banach space valued random variables
• Linear processes in function spaces. Theory and applications
• Propriétés de mélanges des processus autorégressifs banachiques
• An Approach to Time Series Analysis
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