Title of article :
Some laws of the iterated logarithm in Hilbertian autoregressive models
Author/Authors :
Menneteau، نويسنده , , Ludovic، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2005
Abstract :
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.
Keywords :
laws of the iterated logarithm , Autoregressive hilbertian processes , Covariance operators , functional principal component analysis
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis