Periodically Correlated Space-Time Autoregressive Hilbertian Processes
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.
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Atlantis Press
2021-06-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/125957515/view |