Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152761 | Statistics & Probability Letters | 2014 | 8 Pages |
Abstract
We deal with the covariance and cross covariance operators estimation of a Hilbert space valued autoregressive process with random coefficients. We establish bounds for empirical estimators in mean square error and almost sure convergence in Hilbert–Schmidt norm. Consistent estimators of the eigenvalues are also derived.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Abdelaziz Allam, Tahar Mourid,