Asymptotic normality of the principal components of functional time series
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Publication:1947593
DOI10.1016/j.spa.2012.12.011zbMath1275.62066OpenAlexW2152922867MaRDI QIDQ1947593
Matthew Reimherr, Piotr S. Kokoszka
Publication date: 22 April 2013
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2012.12.011
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30)
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