Volume 19, Issue 2 (12-2020)                   JIRSS 2020, 19(2): 1-13 | Back to browse issues page

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Hashemi M, Zamani A. Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes. JIRSS. 2020; 19 (2) :1-13
URL: http://jirss.irstat.ir/article-1-619-en.html
Department of Statistics, Faculty of Science, Shiraz University, Shiraz, IRAN. , zamania@shirazu.ac.ir
Abstract:   (327 Views)

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.

Full-Text [PDF 145 kb]   (53 Downloads)    
Type of Study: Original Paper | Subject: 60Gxx: Stochastic processes
Received: 2019/10/23 | Accepted: 2021/01/28 | Published: 2020/12/11

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