Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes

We show consistency in the mean integrated quadratic sense of an estimator of the autocorrelation operator [rho] in the autoregressive Hilbertian of order one model. Two main cases are considered, and we obtain upper bounds for the corresponding rates.

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Year of publication:	2001
Authors:	Guillas, Serge
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 55.2001, 3, p. 281-291
Publisher:	Elsevier
Keywords:	Hilbert space Autoregressive processes Estimation Rate of convergence Functional data

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138084