N. Mohammadi Jouzdani

[ 1 ] - On the existence of Hilbert valued periodically correlated‎ autoregressive processes

‎In this paper we provide sufficient condition for existence of a‎ ‎unique Hilbert valued ($mathbb{H}$-valued) periodically‎ ‎correlated solution to the first order autoregressive model‎ ‎$X_{n}=rho _{n}X_{n-1}+Z_{n}$‎, ‎for $nin mathbb{Z}$‎, ‎and‎ ‎formulate the existing solution and its autocovariance operator‎. ‎Also we specially investigate equivalent condition for the‎ ‎coordinate process...