Some laws of the iterated logarithm in Hilbertian autoregressive models

DOI10.1016/J.JMVA.2003.07.001MaRDI QIDQ1765623zbMATH OpenOpenAlexFDO

Authors Ludovic Menneteau

Publication date 23 February 2005

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2003.07.001

zbMATH Keywords

Functional principal component analysisAutoregressive Hilbertian processesCovariance operatorsLaws of the iterated logarithm

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Strong limit theorems (60F15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Cites work

• scientific article; zbMATH DE number 3137662 (Why is no real title available?)
• scientific article; zbMATH DE number 17221 (Why is no real title available?)
• scientific article; zbMATH DE number 3576139 (Why is no real title available?)
• scientific article; zbMATH DE number 2078178 (Why is no real title available?)
• A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to U-statistics
• A family of minimax rates for density estimators in continuous time
• A function space large deviation principle for certain stochastic integrals
• A survey of functional laws of the iterated logarithm for self-similar processes
• Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Autoregressive forecasting of some functional climatic variations
• Characterization of the law of the iterated logarithm in Banach spaces
• Estimation of mean and covariance operator of autoregressive processes in Banach spaces
• Exponential inequalities for sums of random vectors
• Functional data analysis
• Large and moderate deviations for infinite-dimensional autoregressive processes.
• Some applications of Watson's perturbation approach to random matrices
• The law of iterated logarithm for \(m\)-dependent Banach space valued random variables

Cited in

(14)

• The Discounted Berry-Esséen Analogue for Autoregressive Processes
• Asymptotic normality of autoregressive processes
• A LIL for independent non-identically distributed random variables in Banach space and its applications
• The discounted large deviation principle for autoregressive processes
• A review study of functional autoregressive models with application to energy forecasting
• Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
• Moderate deviation principles for empirical covariance in the neighbourhood of the unit root
• Weak convergence in the functional autoregressive model
• The law of iterated logarithm for autoregressive processes
• A log log law for unstable ARMA models with applications to time series analysis
• Large and moderate deviations for infinite-dimensional autoregressive processes.
• Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes
• Asymptotic properties of a component-wise ARH(1) plug-in predictor
• Moderate deviation principle for autoregressive processes

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