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On a minimum distance estimate of the period in functional autoregressive processes
Authors:Wafaa  Benyelles
Institution:Department of Mathematics , University of Abou Bekr Belkaid , Tlemcen , Algeria
Abstract:We consider a continuous time random process with functional autoregressive representation. We state statistical results on a mean functional estimator determining a minimum distance estimator of the period giving consistency and a limit law stated in Mourid and Benyelles 13 Mourid, T. and Benyelles, W. 2002. Estimation de la p ériode de la représentation autorégressive d'un processus à temps continu. : 89101. Annales de l'I.S.U.P, Volume XXXXVI-Fascicule 1–2 Google Scholar]]. Then we discuss their performance on numerical simulations and on real data analyzing the cycle of a climatic phenomena.
Keywords:functional autoregressive process  functional mean estimation  period estimation  minimum distance estimation  functional data  simulation
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