Estimation of mean and covariance operator of autoregressive processes in Banach spaces
type: Item
instance of: scholarly article
title: Estimation of mean and covariance operator of autoregressive processes in Banach spaces
zbMATH Open document ID: 1028.62070
DOI: 10.1023/A:1021279131053
published in: Statistical Inference for Stochastic Processes
publication date: 2003-03-10T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60B11
Mathematics Subject Classification ID: 46N30
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 1879353
zbMATH Keywords: autoregressive processes
zbMATH Keywords: Banach space
zbMATH Keywords: Hilbert space
zbMATH Keywords: sample mean
zbMATH Keywords: empirical covariance
zbMATH Keywords: law of large numbers
zbMATH Keywords: large deviation inequalities
zbMATH Keywords: central limit theorem
zbMATH Keywords: law of the iterated logarithm
zbMATH Keywords: Berry-Esseen bound
zbMATH Keywords: optimal rates
author: Denis Bosq
MaRDI profile type: Publication
full work available at URL: a:1021279131053
OpenAlex ID: W1550791123
description: scientific article; zbMATH DE number 1879353