On the rate of convergence for the autocorrelation operator in functional autoregression

DOI10.1016/j.spl.2022.109575OpenAlexW4283080704WikidataQ114130445 ScholiaQ114130445MaRDI QIDQ2170238

Victor M. Panaretos, Alessia Caponera

Publication date: 30 August 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.09287

zbMATH Keywords

Tikhonov regularizationsource conditionfunctional time series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (2)

The Maximum of the Periodogram of a Sequence of Functional Data ⋮ Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces

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