Some laws of the iterated logarithm in Hilbertian autoregressive models

Ludovic Menneteau

doi:10.1016/j.jmva.2003.07.001

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Some laws of the iterated logarithm in Hilbertian autoregressive models

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Some laws of the iterated logarithm in Hilbertian autoregressive models

Ludovic Menneteau

Journal of multivariate analysis, Vol.92(2), pp.405-425

01/02/2005

DOI: https://doi.org/10.1016/j.jmva.2003.07.001

Résumé

Autoregressive Hilbertian processes

Covariance operators

Functional principal component analysis

Laws of the iterated logarithm

We consider the law of the iterated logarithm for the empirical covariance of Hilbertian autoregressive processes. As an application, we obtain laws of the iterated logarithm for the eigenvalues and associated projectors of the empirical covariance.

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Détails

Titre: Some laws of the iterated logarithm in Hilbertian autoregressive models
Créateurs - sans rôle: Ludovic Menneteau - Département des Sciences Mathématiques, Université Montpellier II, Case courrier 051, Place Eugène Bataillon, 34095 Montpellier, Cedex 5, France
Détails de publication: Journal of multivariate analysis, Vol.92(2), pp.405-425
Éditeur: Elsevier Inc
Nombre de pages: 21
Identifiants: 99162867009311
Unité académique: Institut Montpelliérain Alexander Grothendieck - IMAG
Langue: English
Type de ressource: Journal article