Title of article :
Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes
Author/Authors :
Hashemi, Maryam Department of Statistics - Khansar Campus - University of Isfahan , Zamani, Atefeh Department of Statistics - Faculty of Science, Shiraz University
Abstract :
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.
Keywords :
Convergence Rate , Covariance Operator , H-valued Periodically Correlated Processes , Strongly Second Order Processes
Journal title :
Journal of the Iranian Statistical Society (JIRSS)
