Représentation autorégressive de l'opérateur de covariance empirique d'un ARH(1). Applications

DOI10.1016/S0764-4442(00)80056-7zbMath0947.62055MaRDI QIDQ4719780

Denis Bosq

Publication date: 17 February 2000

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

Hilbert-Schmidt operatorsseparable Hilbert spacecovariance operatorautoregressive processempirical mean

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Estimation for the invariant law of an ergodic diffusion process based on high-frequency data

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