Periodically Correlated Space-Time Autoregressive Hilbertian Processes
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comunitat-uji-handle2:10234/7037
comunitat-uji-handle3:10234/8635
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Title
Periodically Correlated Space-Time Autoregressive Hilbertian ProcessesDate
2021-06Publisher
Atlantis PressISSN
1538-7887; 2214-1766Bibliographic citation
HASHEMI, M.; MATEU, J.; ZAMANI, A. Periodically Correlated Space-Time Autoregressive Hilbertian Processes. Journal of Statistical Theory and Applications, 2021.Type
info:eu-repo/semantics/articlePublisher version
https://www.atlantis-press.com/journals/jstaVersion
info:eu-repo/semantics/publishedVersionSubject
Abstract
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. [-]
Is part of
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/jstaRights
info:eu-repo/semantics/openAccess
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- MAT_Articles [766]