Normalité asymptotique de l'estimateur empirique de l'opérateur d'autocorrélation d'un processus ARH(1)

DOI10.1016/S0764-4442(00)87496-0zbMath0949.62079MaRDI QIDQ4937445

André Mas

Publication date: 30 August 2000

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

zbMATH Keywords

Hilbert spacecentral limit theoremautocorrelation operatorempirical covariance operatorsARH(1) model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30) Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (10)

Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes ⋮ The ARHD model ⋮ On the rate of convergence for the autocorrelation operator in functional autoregression ⋮ Limit theorems for \(D[0,1\)-valued autoregressive processes] ⋮ A note on strong-consistency of componentwise ARH(1) predictors ⋮ Asymptotic properties of a component-wise ARH(1) plug-in predictor ⋮ Functional maximum-likelihood estimation of ARH(\(p\)) models ⋮ Weak convergence in the functional autoregressive model ⋮ On functional data analysis and related topics ⋮ Resolvent estimators for functional autoregressive processes with random coefficients

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