Journal of Statistical Theory and Applications (JSTA) (Jun 2021)
Periodically Correlated Space-Time Autoregressive Hilbertian Processes
Abstract
In this paper, we introduce periodically correlated space-time autoregressive processes with values in Hilbert spaces. The existence conditions and the strong law of large numbers are established. Moreover, we present an estimator for the autocorrelation parameter of such processes.
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