Sieve estimator of the operator in ARB(1) process

Sieve estimator of the operator in ARB(1) process

We consider the sieve estimator of the operator of a Banach autoregressive process. We show the almost sure convergence when the operator is 2-summing, strictly 2-integral, afterwards 2-nuclear for the adequate norms.

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Veröffentlicht in:Comptes rendus. Mathématique 2003-04, Vol.336 (7), p.605-610
Hauptverfasser: Rachedi, Fatiha, Mourid, Tahar
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Sprache:eng ; fre
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container_title Comptes rendus. Mathématique
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creator Rachedi, Fatiha
Mourid, Tahar
description We consider the sieve estimator of the operator of a Banach autoregressive process. We show the almost sure convergence when the operator is 2-summing, strictly 2-integral, afterwards 2-nuclear for the adequate norms.
doi_str_mv 10.1016/S1631-073X(03)00061-X
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title Sieve estimator of the operator in ARB(1) process
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