Estimation of Autocorrelation Operators of Periodically Correlated Autoregressive Hilbertian Processes of Order One

nbsp M  Hashemi    and A  R  Soltani

doi:10.17485/ijst/2016/v9i30/97348

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Estimation of Autocorrelation Operators of Periodically Correlated Autoregressive Hilbertian Processes of Order One

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Indian Journal of Science and Technology

DOI: 10.17485/ijst/2016/v9i30/97348

Year: 2016, Volume: 9, Issue: 30, Pages: 1-6

Original Article

Estimation of Autocorrelation Operators of Periodically Correlated Autoregressive Hilbertian Processes of Order One

M. Hashemi^{1 *} and A. R. Soltani²

¹ Department of Statistics,
2 Department of Statistics, Shiraz University, Shiraz, Iran
*Author for correspondence
Hashemi
Department of Statistics

This work is licensed under a Creative Commons Attribution 4.0 International License.

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.
Keywords: Autocorrelation, Autoregressive, Consistency, Hilbertian Processes, Periodically Correlated, Spectral Decomposition