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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Volume (Year): 55 (2001)
Issue (Month): 3 (December)
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- Cardot, Hervé & Ferraty, Frédéric & Sarda, Pascal, 1999. "Functional linear model," Statistics & Probability Letters, Elsevier, vol. 45(1), pages 11-22, October.
- Philippe C. Besse, 2000. "Autoregressive Forecasting of Some Functional Climatic Variations," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(4), pages 673-687.
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