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
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
Journal title :
JOURNAL OF APPLIED STATISTICS