scientific article; zbMATH DE number 2078178

zbMATH Open1053.60002MaRDI QIDQ4473007FDOQ4473007

Authors: André Mas, Ludovic Menneteau 

Publication date: 7 July 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

limit theoremsrandom operatorsconvergence of spectra

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cited In (21)

• Structural break analysis for spectrum and trace of covariance operators
• Conjugate processes: theory and application to risk forecasting
• Relative perturbation bounds with applications to empirical covariance operators
• Empirical dynamics for longitudinal data
• Covariate adjusted functional principal components analysis for longitudinal data
• Properties of principal component methods for functional and longitudinal data analysis
• Identifying the spectral representation of Hilbertian time series
• CLT in functional linear regression models
• Identifying the finite dimensionality of curve time series
• The ARHD model
• High-dimensional principal projections
• Minimax adaptive tests for the functional linear model
• A note on random perturbations of a multiple eigenvalue of a Hermitian operator
• Testing for stationarity of functional time series in the frequency domain
• Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
• Large and moderate deviations for infinite-dimensional autoregressive processes.
• A note on quadratic forms of stationary functional time series under mild conditions
• Some laws of the iterated logarithm in Hilbertian autoregressive models
• On the asymptotic normality of kernel estimators of the long run covariance of functional time series
• Empirical dynamics and functional data analysis
• Weakly dependent functional data

Uses Software

• fda (R)

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