Asymptotic properties of periodograms of weakly dependent functional processes

Abstract

Although in classical theory of time series analysis, it is customary to consider white noise processes as the error term, in functional time series analysis, this assumption can be put in abeyance. An approach to weaken this assumption is to consider the notion of weakly dependent functional processes. In this paper, we study the periodograms and their asymptotic properties in L2 -m -approximable processes that constitute a special class of weakly dependent functional processes. © 2017 Pushpa Publishing House, Allahabad, India.