First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem

DOI10.1016/j.jmaa.2016.12.037zbMath1375.60016OpenAlexW2566537031MaRDI QIDQ504897

N. Mohammadi Jouzdani, Afshin Parvardeh, Safieh Mahmoodi, Ahmad Reza Soltani

Publication date: 17 January 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.12.037

zbMATH Keywords

Banach spacecentral limit theoremlinear time seriesperiodically correlated process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probabilistic methods in Banach space theory (46B09) Probability theory on linear topological spaces (60B11)

Related Items (1)

Strongly consistent autoregressive predictors in abstract Banach spaces

Cites Work

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• Periodically correlated autoregressive Hilbertian processes
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• Strictly stationary solutions of autoregressive moving average equations
• On Spectral Domain of Periodically Correlated Processes
• A family of minimax rates for density estimators in continuous time
• Strictly stationary solutions of ARMA equations with fractional noise

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