Asymptotic normality of the principal components of functional time series
DOI10.1016/J.SPA.2012.12.011zbMATH Open1275.62066OpenAlexW2152922867MaRDI QIDQ1947593FDOQ1947593
Authors: Matthew Reimherr, Piotr 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
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Cited In (29)
- Asymptotic normality of spectral means of Hilbert space valued random processes
- Structural break analysis for spectrum and trace of covariance operators
- Conjugate processes: theory and application to risk forecasting
- Frequency domain theory for functional time series: variance decomposition and an invariance principle
- Inferential procedures for partially observed functional data
- Dependent functional data
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
- Statistical inference for the slope parameter in functional linear regression
- Asymptotic properties of principal component projections with repeated eigenvalues
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators
- Local functional principal component analysis
- Extremes of projections of functional time series on data-driven basis systems
- Testing equality of autocovariance operators for functional time series
- Inference for the lagged cross-covariance operator between functional time series
- Factor models for high‐dimensional functional time series I: Representation results
- Comments on ``Modular regression -- a Lego system for building structured additive distributional regression models with tensor product interactions
- On convergence of sample and population Hilbertian functional principal components
- Functional regression with repeated eigenvalues
- Robust sieve M-estimation with an application to dimensionality reduction
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series
- Some asymptotic theory for Silverman's smoothed functional principal components in an abstract Hilbert space
- Asymptotic properties of periodograms of weakly dependent functional processes
- Simultaneous inference and uniform test for eigensystems of functional data
- Weakly dependent functional data
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
- Principal components analysis of regularly varying functions
- A geometric approach to confidence regions and bands for functional parameters
- Principal component analysis of infinite variance functional data
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