On a minimum distance estimate of the period in functional autoregressive processes

We consider a continuous time random process with functional autoregressive representation. We state statistical results on a mean functional estimator determining a minimum distance estimator of the period giving consistency and a limit law stated in Mourid and Benyelles [13]. Then we discuss their performance on numerical simulations and on real data analyzing the cycle of a climatic phenomena.

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Year of publication:	2012
Authors:	Benyelles, Wafaa ; Mourid, Tahar
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 39.2012, 8, p. 1703-1718
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010624210