Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes

被引：20

作者：

Guillas, S

机构：

[1] Univ Paris 06, F-75013 Paris, France

[2] Ecole Mines Douai, Lab Stat Theor & Appl, F-75013 Paris, France

来源：

STATISTICS & PROBABILITY LETTERS | 2001年 / 55卷 / 03期

关键词：

Hilbert space; autoregressive processes; estimation; rate of convergence; functional data;

D O I：

10.1016/S0167-7152(01)00151-1

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We show consistency in the mean integrated quadratic sense of an estimator of the autocorrelation operator rho in the autoregressive Hilbertian of order one model. Two main cases are considered, and we obtain upper bounds for the corresponding rates. (C) 2001 Elsevier Science B.V. Ail rights reserved.

引用

页码：281 / 291

页数：11

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