On a minimum distance estimate of the period in functional autoregressive processes
| dc.contributor.author | Benyelles, Wafaa | en_US |
| dc.contributor.author | Mourid, Tahar | en_US |
| dc.date.accessioned | 2013-03-18T09:38:28Z | en_US |
| dc.date.available | 2013-03-18T09:38:28Z | en_US |
| dc.date.issued | 2012 | en_US |
| dc.description | Journal of Applied Statistics Volume 39, Issue 8, 2012. | en_US |
| dc.description.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]. Then we discuss their performance on numerical simulations and on real data analyzing the cycle of a climatic phenomena. | en_US |
| dc.identifier.uri | https://dspace.univ-tlemcen.dz/handle/112/1601 | en_US |
| dc.language.iso | en | en_US |
| dc.subject | functional autoregressive process | en_US |
| dc.subject | functional mean estimation | en_US |
| dc.subject | period estimation | en_US |
| dc.subject | minimum distance estimation | en_US |
| dc.subject | functional data | en_US |
| dc.subject | simulation | en_US |
| dc.title | On a minimum distance estimate of the period in functional autoregressive processes | en_US |
| dc.type | Article | en_US |
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