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
Pages
21
From page
405
To page
425
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
Serial Year
2005
Journal title
Journal of Multivariate Analysis
Record number
1558098
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