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Spectral analysis of long range dependence functional time series

Statistics Theory 2021-10-13 v7 Statistics Theory

Abstract

Long Range Dependence (LRD) in functional sequences is characterized in the spectral domain under suitable conditions. Particularly, multifractionally integrated functional autoregressive moving averages processes can be introduced in this framework. The convergence to zero in the Hilbert-Schmidt operator norm of the integrated bias of the periodogram operator is proved. Under a Gaussian scenario, a weak--consistent parametric estimator of the long--memory operator is then obtained by minimizing, in the norm of bounded linear operators, a divergence information functional loss.

Keywords

Cite

@article{arxiv.1912.07086,
  title  = {Spectral analysis of long range dependence functional time series},
  author = {M. Dolores Ruiz-Medina},
  journal= {arXiv preprint arXiv:1912.07086},
  year   = {2021}
}

Comments

36 pages

R2 v1 2026-06-23T12:46:28.136Z