Periodically correlated autoregressive Hilbertian processes

被引：4

作者：

Soltani A.R. ^{[1
,2
]}

Hashemi M. ^{[2
]}

机构：

[1] Department of Statistics and Operations Research, Faculty of Science, Kuwait University, 13060 Safat

[2] Department of Statistics, Shiraz University, Shiraz

来源：

Statistical Inference for Stochastic Processes | 2011年 / 14卷 / 2期

关键词：

Autoregressive; Central limit theorem; Covariance operator; Hilbertian processes; Moving average; Periodically correlated; Strong law;

D O I：

10.1007/s11203-011-9056-0

中图分类号：

学科分类号：

摘要：

We consider periodically correlated autoregressive processes in Hilbert spaces. Our studies on these processes involve existence, covariance structure, estimation of the covariance operators, strong law of large numbers and central limit theorem. © 2011 Springer Science+Business Media B.V.

引用

页码：177 / 188

页数：11

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