On the CLT for discrete Fourier transforms of functional time series
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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.
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Cited in
(20)- Central limit theorem for Fourier transforms of stationary processes
- Optimal eigen expansions and uniform bounds
- Asymptotic normality of spectral means of Hilbert space valued random processes
- A note on Herglotz's theorem for time series on function spaces
- Testing for periodicity in functional time series
- Sieve bootstrap for functional time series
- A note on quadratic forms of stationary functional time series under mild conditions
- Consistently recovering the signal from noisy functional data
- Fourier analysis of stationary time series in function space
- Spectral analysis of multifractional LRD functional time series
- An innovations algorithm for the prediction of functional linear processes
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity
- CENTRAL LIMIT THEOREMS FOR FINITE WALSH-FOURIER TRANSFORMS OF WEAKLY STATIONARY TIME SERIES
- The asymptotic distribution of the condition number for random circulant matrices
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- Representation of I(1) and I(2) autoregressive Hilbertian processes
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