Optimal eigen expansions and uniform bounds (Q343789): Difference between revisions

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+Asymptotic Theory for Principal Component Analysis
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
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+Identifying the finite dimensionality of curve time series
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+Detecting Changes in the Mean of Functional Observations
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+Perturbation of spectral subspaces and solution of linear operator equations
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+Generalized autoregressive conditional heteroscedasticity
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+Linear processes in function spaces. Theory and applications
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+Minimax and Adaptive Prediction for Functional Linear Regression
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+CLT in functional linear regression models
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+Sharp adaptation for inverse problems with random noise
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+On the CLT for discrete Fourier transforms of functional time series
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+Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
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+Asymptotics of prediction in functional linear regression with functional outputs
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+Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
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+New dependence coefficients. Examples and applications to statistics
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+SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA
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+Functional data analysis with increasing number of projections
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+Testing the Equality of Covariance Operators in Functional Samples
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+Methodology and convergence rates for functional linear regression
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+On Properties of Functional Principal Components Analysis
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+Theory for high-order bounds in functional principal components analysis
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+Dynamic Functional Principal Components
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+Q5413272
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+Minimax adaptive tests for the functional linear model
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+Estimation in Functional Lagged Regression
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+Weakly dependent functional data
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+Testing the stability of the functional autoregressive process
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+Nonparametric goodness-of-fit testing under Gaussian models
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+Optimal eigen expansions and uniform bounds
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+On weak invariance principles for sums of dependent random functionals
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+Principal component analysis.
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+Dispersion operators and resistant second-order functional data analysis
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+Extremes and local dependence in stationary sequences
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+Testing for the mean of random curves: a penalization approach
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+Asymptotic equivalence of functional linear regression and a white noise inverse problem
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+Sharp conditions for the CLT of linear processes in a Hilbert space
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+Functional data analysis for volatility
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+Second-Order Comparison of Gaussian Random Functions and the Geometry of DNA Minicircles
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+Fourier analysis of stationary time series in function space
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+Central limit theorem for stationary linear processes
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+Nonlinear system theory: Another look at dependence
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+Strong invariance principles for dependent random variables
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