Indian Journal of Science and Technology

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Estimation of Autocorrelation Operators of Periodically Correlated Autoregressive Hilbertian Processes of Order One


Affiliations
1 Department of Statistics, Khansar College of Mathematics and Computer Science, Khansar, Iran, Islamic Republic of
2 Department of Statistics, Shiraz University, Shiraz, India
 

Following recent research work on the autocorrelation of autoregressive Hilbertian discrete time processes, we likewise give an estimator for the autocorrelation of periodically correlated autoregressive Hilbertian processes and then prove the strong consistency of the estimator.

Keywords

Autocorrelation, Autoregressive, Consistency, Hilbertian Processes, Periodically Correlated, Spectral Decomposition.
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  • Estimation of Autocorrelation Operators of Periodically Correlated Autoregressive Hilbertian Processes of Order One

Abstract Views: 173  |  PDF Views: 0

Authors

M. Hashemi
Department of Statistics, Khansar College of Mathematics and Computer Science, Khansar, Iran, Islamic Republic of
A. R. Soltani
Department of Statistics, Shiraz University, Shiraz, India

Abstract


Following recent research work on the autocorrelation of autoregressive Hilbertian discrete time processes, we likewise give an estimator for the autocorrelation of periodically correlated autoregressive Hilbertian processes and then prove the strong consistency of the estimator.

Keywords


Autocorrelation, Autoregressive, Consistency, Hilbertian Processes, Periodically Correlated, Spectral Decomposition.



DOI: https://doi.org/10.17485/ijst%2F2016%2Fv9i30%2F130361