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Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces - MaRDI portal

Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (Q2084461)

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scientific article; zbMATH DE number 7603098
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English
Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
scientific article; zbMATH DE number 7603098

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    Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces (English)
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    18 October 2022
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    estimation
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    functional time series
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    lag-\(h\)-covariance operator
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    lag-\(h\)-cross covariance operator
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    principal components
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