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.
翻译:长距离依赖(LRD)功能序列在适当条件下在光谱域中具有特征,特别是在这个框架内可以引入多分集功能自动递减移动平均数过程。在Hilbert-Schmidt操作者准则中,时间图操作者综合偏差的趋同标准得到证明。在高斯情景下,通过在受约束线性操作者规范中尽量减少差异信息功能损失,获得长距离操作者较弱的准参数估计值。