Weak convergence in the functional autoregressive model
نویسنده
چکیده
The functional autoregressive model is a Markov model taylored for data of functional nature. It revealed fruitful when attempting to model samples of dependent random curves and has been widely studied along the past few years. This article aims at completing the theoretical study of the model by adressing the crucial issue of weak convergence for estimates from the model. The main difficulties stem from an underlying inverse problem as well as from dependence between the data. Traditional facts about weak convergence in non parametric models appear : the normalizing sequence is not an o ( √ n), a bias terms appears. Several original features of the functional framework are pointed out.
منابع مشابه
Functional-Coefficient Autoregressive Model and its Application for Prediction of the Iranian Heavy Crude Oil Price
Time series and their methods of analysis are important subjects in statistics. Most of time series have a linear behavior and can be modelled by linear ARIMA models. However, some of realized time series have a nonlinear behavior and for modelling them one needs nonlinear models. For this, many good parametric nonlinear models such as bilinear model, exponential autoregressive model, threshold...
متن کاملAsymptotic Analysis for Bifurcating Autoregressive Processes via a Martingale
We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes. Under very weak assumptions on the driven noise of the process, namely conditional pair-wise independence and suitable moment conditions, we establish the almost sure convergence of our estimators together with the quadratic strong law and the central limit theorem...
متن کاملAsymptotic analysis for bifurcating autoregressive processes via a martingale approach
We study the asymptotic behavior of the least squares estimators of the unknown parameters of general pth-order bifurcating autoregressive processes. Under very weak assumptions on the driven noise of the process, namely conditional pair-wise independence and suitable moment conditions, we establish the almost sure convergence of our estimators together with the quadratic strong law and the cen...
متن کاملStrong convergence results for fixed points of nearly weak uniformly L-Lipschitzian mappings of I-Dominated mappings
In this paper, we prove strong convergence results for a modified Mann iterative process for a new class of I- nearly weak uniformly L-Lipschitzian mappings in a real Banach space. The class of I-nearly weak uniformly L-Lipschitzian mappings is an interesting generalization of the class of nearly weak uniformly L-Lipschitzian mappings which inturn is a generalization of the class of nearly unif...
متن کاملUniform Convergence to a Left Invariance on Weakly Compact Subsets
Let $left{a_alpharight}_{alphain I}$ be a bounded net in a Banach algebra $A$ and $varphi$ a nonzero multiplicative linear functional on $A$. In this paper, we deal with the problem of when $|aa_alpha-varphi(a)a_alpha|to0$ uniformly for all $a$ in weakly compact subsets of $A$. We show that Banach algebras associated to locally compact groups such as Segal algebras and $L^1$-algebras are resp...
متن کامل