Convergence rate of sieves estimates for an autoregressive Hilbert space

N. Bensmain

Communications in Statistics - Theory and Methods, 2025, vol. 54, issue 8, 2466-2481

Abstract: In this article, we provide a convergence rate of sieves estimates of the Hilbert autoregressive process kernel operator presented by Berhoune and Bensmain (2018). We found that the convergence rate is governed by the local expected values, variances, L2 Bracketing entropy, and the approximation error of the sieve.

Date: 2025
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DOI: 10.1080/03610926.2025.2450771

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