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RecordNumber
3931
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Author
Hashemi, Maryam
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Crop_Body
Maryam Hashemi, Atefeh Zamani
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Title of Article
Convergence Rate of Empirical Autocovariance Operators in HValued Periodically Correlated Processes
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Title Of Journal
پژوهشنامه انجمن آمار ايران (JIRSS)
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PublishInfo
تهران :انجمن آمار ايران
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Publication Year
2020
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Volum
19
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Issue Number
2
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Page
1-13
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Keywords
Convergence Rate. , Autocovariance Operator , H-Valued Periodically Correlated Processes , Strongly Second Order Processes
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Abstract
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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Link To Document :
