周期相关时空自回归希尔伯特过程

IF 1 Q3 Mathematics

Journal of Statistical Theory and Applications Pub Date : 2021-06-01 DOI:10.2991/JSTA.D.210525.001

M. Hashemi, J. Mateu, A. Zamani

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Periodically Correlated Space-Time Autoregressive Hilbertian Processes

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/).

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来源期刊

Journal of Statistical Theory and Applications STATISTICS & PROBABILITY-

CiteScore

2.30

自引率

0.00%

发文量

审稿时长

13 weeks