%0 Journal Article
%A Hashemi, Maryam
%A Zamani, Atefeh
%T Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes
%J Journal of the Iranian Statistical Society
%V 19
%N 2
%U http://jirss.irstat.ir/article-1-619-en.html
%R 10.52547/jirss.19.2.1
%D 2020
%K Convergence Rate, Autocovariance Operator, H-Valued Periodically Correlated Processes, Strongly Second Order Processes.,
%X 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.
%> http://jirss.irstat.ir/article-1-619-en.pdf
%P 1-13
%& 1
%!
%9 Original Paper
%L A-11-397-3
%+ Department of Statistics, Faculty of Science, Shiraz University, Shiraz, IRAN.
%G eng
%@ 1726-4057
%[ 2020