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Convergence Rate of Empirical Autocovariance Operators in HValued Periodically Correlated Processes
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نویسنده
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hashemi maryam ,zamani atefeh
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منبع
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journal of the iranian statistical society - 2020 - دوره : 19 - شماره : 2 - صفحه:1 -13
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چکیده
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This paper focuses on the empirical autocovariance operator of h-valued periodically correlated processes. it will be demonstrated that the empirical estimator converges to a limit with the same periodicity as the main process. moreover, the rate of convergence of the empirical autocovariance operator in hilbert-schmidt norm is derived.
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کلیدواژه
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Convergence Rate ,Autocovariance Operator ,H-Valued Periodically Correlated Processes ,Strongly Second Order Processes
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آدرس
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university of isfahan,khansar campus, department of statistics, IRAN, shiraz university, faculty of science, department of statistics, IRAN
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پست الکترونیکی
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hashemi@khansar-cmc.ac.ir
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Authors
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