Some laws of the iterated logarithm in Hilbertian autoregressive models

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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Year of publication:	2005
Authors:	Menneteau, Ludovic
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 92.2005, 2, p. 405-425
Publisher:	Elsevier
Keywords:	Laws of the iterated logarithm Autoregressive Hilbertian processes Covariance operators Functional principal component analysis

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160556