• RecordNumber
    3931
  • Author

    Hashemi, Maryam

  • Crop_Body
    Maryam Hashemi, Atefeh Zamani
  • Title of Article

    Convergence Rate of Empirical Autocovariance Operators in HValued Periodically Correlated Processes

  • Title Of Journal
    پژوهشنامه انجمن آمار ايران (JIRSS)
  • PublishInfo
    تهران :انجمن آمار ايران
  • Publication Year
    2020
  • Volum
    19
  • Issue Number
    2
  • Page
    1-13
  • Keywords
    Convergence Rate. , Autocovariance Operator , H-Valued Periodically Correlated Processes , Strongly Second Order Processes
  • 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.
    • Link To Document
    https://math.iranlibs.ir/dl/search/default.aspx?Term=3931&Field=0&DTC=14