Periodically Correlated Space-Time Autoregressive Hilbertian Processes

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 an estimator for the autocorrelation parameter of such processes. © 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/).