scientific article; zbMATH DE number 4119450
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(11)- Weak convergence for the covariance operators of a Hilbertian linear process.
- A weak law of large numbers for realised covariation in a Hilbert space setting
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- A note on the cross-covariance operator and on congruence relations for Hilbert space valued stochastic processes
- Covariance operator estimation of a functional autoregressive process with random coefficients
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
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- Les operateurs integraux dont le noyau est une covariance
- Optimal eigen expansions and uniform bounds
- Doubly stochastic Hilbertian processes
- Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues
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