Estimation of Autocorrelation Operator and Prediction
- 785 Downloads
We have seen that regular enough ARH(p) and LPH have Markov representations that let us interpret them as ARH’ (1) processes, where H’ is a suitable Hilbert space (see Chapters 5 and 7). Similar representations hold for empirical autocovariance operators associated with such processes (Chapter 4).
KeywordsCovariance Operator Strong Consistency Statistical Predictor Exponential Moment Suitable Hilbert Space
Unable to display preview. Download preview PDF.