Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces |
scientific article |
Statements
Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (English)
0 references
18 October 2022
0 references
estimation
0 references
functional time series
0 references
lag-\(h\)-covariance operator
0 references
lag-\(h\)-cross covariance operator
0 references
principal components
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
