Estimation of Mean and Covariance Operator of Autoregressive Processes in Banach Spaces

Denis Bosq

Statistical Inference for Stochastic Processes, 2002, vol. 5, issue 3, 287-306

Keywords: autoregressive processes; Banach space; Hilbert space; sample mean; empirical covariance; optimal rates; law of large numbers; large deviation inequalities; central limit theorem; law of the iterated logarithm; Berry–Esseen bound (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (10)

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DOI: 10.1023/A:1021279131053

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