H值周期相关过程中经验自协方差算子的收敛速度

IF 0.1 Q4 STATISTICS & PROBABILITY

JIRSS-Journal of the Iranian Statistical Society Pub Date : 2020-12-01 DOI:10.52547/JIRSS.19.2.1

M. Hashemi, A. Zamani

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引用次数: 0

摘要

．研究了H值周期相关过程的经验自协方差算子。将证明经验估计收敛于与主过程具有相同周期性的极限。此外，还推导了经验自协方差算子在Hilbert-Schmidt范数中的收敛速度。

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Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes

. This paper focuses on the empirical autocovariance operator of H -valued periodically correlated processes. It will be demonstrated that the empirical estimator converges to a limit with the same periodicity as the main process. Moreover, the rate of convergence of the empirical autocovariance operator in Hilbert-Schmidt norm is derived.

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来源期刊

JIRSS-Journal of the Iranian Statistical Society STATISTICS & PROBABILITY-

CiteScore

1.50

自引率

0.00%

发文量