Periodically Correlated Space-Time Autoregressive Hilbertian Processes
In: Journal of Statistical Theory and Applications (JSTA), Jg. 20 (2021-06-01), Heft 2
Online
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Zugriff:
In this paper, we introduce periodically correlated space-time autoregressive processes with values in Hilbert spaces. The existence conditions and the strong law of large numbers are established. Moreover, we present an estimator for the autocorrelation parameter of such processes.
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Periodically Correlated Space-Time Autoregressive Hilbertian Processes
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Autor/in / Beteiligte Person: | Hashemi, M. ; Mateu, J. ; Zamani, A. |
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Zeitschrift: | Journal of Statistical Theory and Applications (JSTA), Jg. 20 (2021-06-01), Heft 2 |
Veröffentlichung: | Springer, 2021 |
Medientyp: | academicJournal |
ISSN: | 2214-1766 (print) |
DOI: | 10.2991/jsta.d.210525.001 |
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