Long Range Dependence (LRD) in functional sequences is characterized in the spectral domain under suitable conditions. Particularly, fractionally integrated functional autoregressive moving averages processes of variable order 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:功能序列的长距离依赖性(LRD)在适当条件下在光谱域中具有特征,特别是在这个框架中可以引入可变顺序的分位集成功能自动递减平均移动过程。在Hilbert-Schmidt操作者关于时图操作者综合偏差的规范中,向零趋同证明了这一点。在高斯情景下,通过在约束线性操作者规范中尽量减少差异信息功能损失,获得长线操作者弱相容的准参数估计值。