Periodically Correlated Space-Time Autoregressive Hilbertian Processes

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Metadatos

Título
Periodically Correlated Space-Time Autoregressive Hilbertian Processes
Autoría
 Hashemi, Mahmoud;
 Mateu, JorgeOrcidResearcherID;
 Zamani, Ali
Fecha de publicación
2021-06
Editor
Atlantis Press
URI
http://hdl.handle.net/10234/195336
DOI
https://doi.org/10.2991/jsta.d.210525.001
ISSN
1538-7887; 2214-1766
Cita bibliográfica
HASHEMI, M.; MATEU, J.; ZAMANI, A. Periodically Correlated Space-Time Autoregressive Hilbertian Processes. Journal of Statistical Theory and Applications, 2021.
Tipo de documento
info:eu-repo/semantics/article
Versión de la editorial
https://www.atlantis-press.com/journals/jsta
Versión
info:eu-repo/semantics/publishedVersion
Palabras clave / Materias
Resumen
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 ... [+]
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. [-]
Publicado en
Journal of Statistical Theory and Applications Vol. 20(2), June 2021, pp. 164–170 DOI: https://doi.org/10.2991/jsta.d.210525.001; ISSN 1538-7887 https://www.atlantis-press.com/journals/jsta
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info:eu-repo/semantics/openAccess
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© 2021 The Authors. Published by Atlantis Press B.V. This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).
Excepto si se señala otra cosa, la licencia del ítem se describe como: © 2021 The Authors. Published by Atlantis Press B.V. This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).