جلد 19، شماره 2 - ( 9-1399 )                   جلد 19 شماره 2 صفحات 1-13 | برگشت به فهرست نسخه ها


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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-fa.html
هاشمی مریم، زمانی عاطفه. Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes. پژوهشنامه انجمن آمار ایران. 1399; 19 (2) :1-13

URL: http://jirss.irstat.ir/article-1-619-fa.html


بخش آمار، دانشکده علوم، دانشگاه شیراز، ایران ، zamania@shirazu.ac.ir
چکیده:   (110 مشاهده)

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.

     
نوع مطالعه: Original Paper | موضوع مقاله: 60Gxx: Stochastic processes
دریافت: 1398/8/1 | پذیرش: 1399/11/9 | انتشار: 1399/9/21

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