Advertisement

Estimation of Autocovariance Operators for ARH(1) Processes

  • Denis Bosq
Chapter
  • 775 Downloads
Part of the Lecture Notes in Statistics book series (LNS, volume 149)

Abstract

Estimation of second-order parameters of an ARH(1) has a twofold interest. Firstly, it gives information about inner structure of the process. Secondly, it leads to construction of statistical linear predictors.

Keywords

Covariance Operator Martingale Difference Natural Estimator Complete Orthonormal System Nuclear Operator 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 2000

Authors and Affiliations

  • Denis Bosq
    • 1
  1. 1.Institut de StatistiqueUniversité Pierre et Marie CurieParis Cedex 05France

Personalised recommendations