scientific article; zbMATH DE number 2078178
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Publication:4473007
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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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)
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- 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
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