Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes
نویسندگان
1 Department of Statistics, Faculty of Science, Shiraz University, Shiraz, IRAN.
2 Department of Statistics, University of Khansar, Khansar, IRAN.
doi
10.52547/jirss.19.2.1چکیده
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.
