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.

Type of Study: Original Paper |
Subject:
60Gxx: Stochastic processes

Received: 2019/10/23 | Accepted: 2021/01/28 | Published: 2020/12/11

Received: 2019/10/23 | Accepted: 2021/01/28 | Published: 2020/12/11

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