Estimation of Mean and Covariance Operator of Autoregressive Processes in Banach Spaces
Year of publication: |
2002
|
---|---|
Authors: | Bosq, Denis |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 5.2002, 3, p. 287-306
|
Publisher: |
Springer |
Subject: | autoregressive processes | Banach space | Hilbert space | sample mean | empirical covariance | optimal rates | law of large numbers | large deviation inequalities | central limit theorem | law of the iterated logarithm | Berry–Esseen bound |
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