Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes
This paper is devoted to a study on the structure of tensorial products of periodically correlated autoregressive (PCAR) processes with values in separable Hilbert spaces. It will be demonstrated that the resulting processes are PCAR with values in the space of Hilbert-Schmidt operators. These proce...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Haghbin, Hossein [verfasserIn] |
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| Format: |
Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2017 |
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| Rechteinformationen: |
Nutzungsrecht: © 2017 Taylor & Francis Group, LLC 2017 |
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| Schlagwörter: |
Periodically correlated covariance operator |
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| Übergeordnetes Werk: |
Enthalten in: Communications in statistics / Theory and methods - London : Taylor and Francis, 1982, 46(2017), 2, Seite 761-769 |
|---|---|
| Übergeordnetes Werk: |
volume:46 ; year:2017 ; number:2 ; pages:761-769 |
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| DOI / URN: |
10.1080/03610926.2015.1005099 |
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| 520 | |a This paper is devoted to a study on the structure of tensorial products of periodically correlated autoregressive (PCAR) processes with values in separable Hilbert spaces. It will be demonstrated that the resulting processes are PCAR with values in the space of Hilbert-Schmidt operators. These processes are applied while studying the convergence rate, limiting behavior and asymptotic distribution of the empirical estimators of the covariance operators of PCAR processes. | ||
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Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes |
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This paper is devoted to a study on the structure of tensorial products of periodically correlated autoregressive (PCAR) processes with values in separable Hilbert spaces. It will be demonstrated that the resulting processes are PCAR with values in the space of Hilbert-Schmidt operators. These processes are applied while studying the convergence rate, limiting behavior and asymptotic distribution of the empirical estimators of the covariance operators of PCAR processes. |
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This paper is devoted to a study on the structure of tensorial products of periodically correlated autoregressive (PCAR) processes with values in separable Hilbert spaces. It will be demonstrated that the resulting processes are PCAR with values in the space of Hilbert-Schmidt operators. These processes are applied while studying the convergence rate, limiting behavior and asymptotic distribution of the empirical estimators of the covariance operators of PCAR processes. |
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This paper is devoted to a study on the structure of tensorial products of periodically correlated autoregressive (PCAR) processes with values in separable Hilbert spaces. It will be demonstrated that the resulting processes are PCAR with values in the space of Hilbert-Schmidt operators. These processes are applied while studying the convergence rate, limiting behavior and asymptotic distribution of the empirical estimators of the covariance operators of PCAR processes. |
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Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes |
| url |
http://dx.doi.org/10.1080/03610926.2015.1005099 http://www.tandfonline.com/doi/abs/10.1080/03610926.2015.1005099 http://search.proquest.com/docview/1828679037 |
| remote_bool |
false |
| author2 |
Zamani, Atefeh Shishebor, Zohreh |
| author2Str |
Zamani, Atefeh Shishebor, Zohreh |
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129862290 |
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oth oth |
| doi_str |
10.1080/03610926.2015.1005099 |
| up_date |
2024-07-03T18:04:25.048Z |
| _version_ |
1803582035772571648 |
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