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http://dspace1.univ-tlemcen.dz/handle/112/1601| Titre: | On a minimum distance estimate of the period in functional autoregressive processes |
| Auteur(s): | Benyelles, Wafaa Mourid, Tahar |
| Mots-clés: | functional autoregressive process functional mean estimation period estimation minimum distance estimation functional data simulation |
| Date de publication: | 2012 |
| Résumé: | 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. |
| Description: | Journal of Applied Statistics Volume 39, Issue 8, 2012. |
| URI/URL: | http://dspace.univ-tlemcen.dz/handle/112/1601 |
| Collection(s) : | Articles internationaux |
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| Fichier | Description | Taille | Format | |
|---|---|---|---|---|
| On-a-minimum-distance-estimate-of-the-period-in-functional-autoregressive-processes.pdf | 148,25 kB | Adobe PDF | Voir/Ouvrir |
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