Periodically correlated autoregressive Hilbertian processes

DOI10.1007/s11203-011-9056-0zbMath1247.60051OpenAlexW1998510141MaRDI QIDQ453784

J. Herrera, D. Rodríguez-Gómez

Publication date: 28 September 2012

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-011-9056-0

zbMATH Keywords

strong lawcentral limit theoremautoregressivecovariance operatormoving averageHilbertian processesperiodically correlated

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Random measures (60G57)

Related Items (7)

Hilbertian spatial periodically correlated first order autoregressive models ⋮ Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes ⋮ Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes ⋮ First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem ⋮ Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes ⋮ The Wold decomposition of Hilbertian periodically correlated processes ⋮ Certain Periodically Correlated Multicomponent Locally Stationary Processes

Uses Software

• partsm

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