Title of article :
On a minimum distance estimate of the period in functional autoregressive processes
Author/Authors :
Wafaa Benyelles&Tahar Mourid، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Pages :
16
From page :
1703
To page :
1718
Abstract :
We consider a continuous time random process with functional autoregressive representation. We state statistical results on a mean functional estimator determining a minimum distance estimator of the period giving consistency and a limit law stated in Mourid and Benyelles [13]. Then we discuss their performance on numerical simulations and on real data analyzing the cycle of a climatic phenomena.
Keywords :
minimumdistance estimation , Functional data , functional autoregressive process , functional mean estimation , Period estimation , simulation
Journal title :
JOURNAL OF APPLIED STATISTICS
Serial Year :
2012
Journal title :
JOURNAL OF APPLIED STATISTICS
Record number :
712823
Link To Document :
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