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. : 89–101. 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 |
|
|