Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes

Serge Guillas

Statistics & Probability Letters, 2001, vol. 55, issue 3, 281-291

Abstract: 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.

Keywords: Hilbert; space; Autoregressive; processes; Estimation; Rate; of; convergence; Functional; data (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (8)

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