On the CLT for discrete Fourier transforms of functional time series
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Publication:730448
DOI10.1016/J.JMVA.2016.11.006zbMATH Open1397.62298arXiv1506.00970OpenAlexW2962719880MaRDI QIDQ730448FDOQ730448
Siegfried Hörmann, Clément Cerovecki
Publication date: 28 December 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Abstract: We consider a strictly stationary and ergodic sequence of random elements taking values in some Hilbert space. Our target is to study the weak convergence of the discrete Fourier transforms under sharp conditions. As a side-result we obtain the regular CLT for partial sums under mild assumptions.
Full work available at URL: https://arxiv.org/abs/1506.00970
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Functional limit theorems; invariance principles (60F17)
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Cited In (16)
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