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Volume 20, Issue 2, June 2021, Pages 164 - 170
Periodically Correlated Space-Time Autoregressive Hilbertian Processes
Authors
M. Hashemi1, *, J. Mateu2, A. Zamani3
1Department of Statistics, Khansar Campus, University of Isfahan, Isfahan, Iran
2Department of Mathematics, University Jaume I of Castellon, Castellon, Spain
3Department of Statistics, Faculty of Science, Shiraz University, Shiraz, Iran
*Corresponding author. Email: m.hashemi.t@khn.ui.ac.ir
Corresponding Author
M. Hashemi
Received 23 November 2019, Accepted 13 February 2020, Available Online 10 June 2021.
- DOI
- 10.2991/jsta.d.210525.001How to use a DOI?
- Keywords
- Hilbertian processes; Periodically correlated space-time autoregressive processes; Strong law of large numbers; T-periodic sequences
- Abstract
In this paper, we introduce periodically correlated space-time autoregressive processes with values in Hilbert spaces. The existence conditions and the strong law of large numbers are established. Moreover, we present an estimator for the autocorrelation parameter of such processes.
- Copyright
- © 2021 The Authors. Published by Atlantis Press B.V.
- Open Access
- This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).
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Cite this article
TY - JOUR AU - M. Hashemi AU - J. Mateu AU - A. Zamani PY - 2021 DA - 2021/06/10 TI - Periodically Correlated Space-Time Autoregressive Hilbertian Processes JO - Journal of Statistical Theory and Applications SP - 164 EP - 170 VL - 20 IS - 2 SN - 2214-1766 UR - https://doi.org/10.2991/jsta.d.210525.001 DO - 10.2991/jsta.d.210525.001 ID - Hashemi2021 ER -