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• W2016525372 abstract "In this paper, we consider a Hilbert-space-valued autoregressive stochastic sequence ( X n ) with several regimes. We suppose that the underlying process ( I n ) which drives the evolution of ( X n ) is stationary. Under some dependence assumptions on ( I n ), we prove the existence of a unique stationary solution, and with a symmetric compact autocorrelation operator, we can state a law of large numbers with rates and the consistency of the covariance estimator. An overall hypothesis states that the regimes where the autocorrelation operator's norm is greater than 1 should be rarely visited." @default.
• W2016525372 created "2016-06-24" @default.
• W2016525372 creator A5002268039 @default.
• W2016525372 date "2002-09-01" @default.
• W2016525372 modified "2023-09-23" @default.
• W2016525372 title "Doubly stochastic Hilbertian processes" @default.
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• W2016525372 doi "https://doi.org/10.1239/jap/1034082128" @default.
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