| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7548682 | Statistics & Probability Letters | 2018 | 21 Pages |
Abstract
We provide a general theory for the sieves estimation of the Hilbert autoregressive process operator presented by Mourid and Bensmain. The existence, explicit form and consistency of the estimate are established. Simulation studies and real-life series illustrate its performance.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Kamila Berhoune, Nawel Bensmain,