Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461): Difference between revisions

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Latest revision as of 12:14, 30 July 2024

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Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
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    Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (English)
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    18 October 2022
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    estimation
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    functional time series
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    lag-\(h\)-covariance operator
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    lag-\(h\)-cross covariance operator
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    principal components
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