This paper focuses on the empirical autocovariance operator of H-valued periodically correlated processes. It will be demonstrated that the empirical estimator converges to a limit with the same periodicity as the main process. Moreover, the rate of convergence of the empirical autocovariance operator in Hilbert-Schmidt norm is derived.

The idea of difference sequence spaces were introduced by Kizmaz [6] and generalized by Et. and Colak [4]. Later Tripathy, Esi and Tripathy [15] introduced the notion of the new difference operator ∆m for n,m ∈ N . In this paper we introduced some new type of generalized difference sequence spaces defined by a modulus function and the new type of statistically convergent generalized difference ...