Weak convergence for the covariance operators of a Hilbertian linear process.

DOI10.1016/S0304-4149(02)00087-XzbMath1059.60026OpenAlexW2081273940MaRDI QIDQ1766074

André Mas

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(02)00087-x

zbMATH Keywords

covariance operatorslinear operators on Hilbert spaceweak convergence of random elements

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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Uses Software

• fda (R)

Cites Work

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• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Classes of linear operators. Vol. I
• Time series: theory and methods.
• Functional data analysis
• Some applications of Watson's perturbation approach to random matrices
• Central limit theorem for linear processes with values in Hilbert space
• Linear processes in function spaces. Theory and applications
• Central Limit Theorem for Stationary Processes in Hilbert Space

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