Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes

DOI10.1080/03610926.2015.1005099zbMath1360.60080OpenAlexW2476745810MaRDI QIDQ2980133

H. Haghbin, Atefeh Zamani, Zohreh Shishebor

Publication date: 27 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1005099

zbMATH Keywords

autoregressive Hilbertian processesperiodically correlated covariance operator

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

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• Inference for functional data with applications
• Periodically correlated autoregressive Hilbertian processes
• Bibliography on cyclostationarity
• Cyclostationarity: half a century of research
• Linear processes in function spaces. Theory and applications
• Periodically Correlated Random Sequences

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