On a minimum distance estimate of the period in functional autoregressive processes. (English) Zbl 1474.62304
Summary: We consider a continuous time random process with functional autoregressive representation. We state statistical results on a mean functional estimator determining a minimum distance estimator of the period giving consistency and a limit law stated in [the authors, Ann. I.S.U.P. 46, No. 1–2, 89–101 (2002; Zbl 1053.62101)]. Then we discuss their performance on numerical simulations and on real data analyzing the cycle of a climatic phenomena.
MSC:
| 62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
| 62R10 | Functional data analysis |
| 86A08 | Climate science and climate modeling |
Keywords:
functional autoregressive process; functional mean estimation; period estimation; minimum distance estimation; functional data; simulationCitations:
Zbl 1053.62101References:
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