scientific article; zbMATH DE number 4119450
zbMATH Open0683.62055MaRDI QIDQ4733265FDOQ4733265
Authors: Denis Bosq 
Publication date: 1989
Title of this publication is not available (Why is that?)
Recommendations
- Weak convergence for the covariance operators of a Hilbertian linear process.
- Covariance operator estimation of a functional autoregressive process with random coefficients
- Représentation autorégressive de l'opérateur de covariance empirique d'un ARH(1). Applications
- scientific article; zbMATH DE number 2051081
- Doubly stochastic Hilbertian processes
optimalityalmost sure convergencerates of convergenceHilbert-Schmidt operatorslimit lawsempirical covariance operatorempirical crossed covariance operatorestimation of theoretical eigenvalues and eigenvectorsHilbertian strong mixing stationary process
Inference from stochastic processes (62M99) Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Cited In (10)
- Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues
- Identifying the spectral representation of Hilbertian time series
- Covariance operator estimation of a functional autoregressive process with random coefficients
- A note on the cross-covariance operator and on congruence relations for Hilbert space valued stochastic processes
- Optimal eigen expansions and uniform bounds
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
- 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
- Doubly stochastic Hilbertian processes
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4733265)
