Inference on the Asymptotic Behavior of Covariance Operator of First Order Periodically Correlated Autoregressive Hilbertian Processes, By Hossein Haghbin

Research

Title	Inference on the Asymptotic Behavior of Covariance Operator of First Order Periodically Correlated Autoregressive Hilbertian Processes
Type	Article
Keywords	—
Journal	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
DOI	—
Researchers	Hossein Haghbin (First researcher) ,

Abstract

This paper is devoted to a study on the structure of tensorial products of periodically correlated autoregressive (PCAR) processes with values in separable Hilbert spaces. It will be demonstrated that the resulting processes are PCAR with values in the space of Hilbert Schmidt operators. These processes are applied while studying the convergence rate, limiting behavior and asymptotic distribution of the empirical estimators of the covariance operators of PCAR processes.