Background
Type: Article

Estimation of autocorrelation operators of periodically correlated autoregressive Hilbertian processes of order one

Journal: Indian Journal of Science and Technology (discontinued) (09746846)Year: 2016Volume: 9Issue:
GoldDOI:10.17485/ijst/2016/v9i30/97348Language: English

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.