Asymptotic normality of the principal components of functional time series
From MaRDI portal
Publication:1947593
DOI10.1016/j.spa.2012.12.011zbMath1275.62066OpenAlexW2152922867MaRDI QIDQ1947593
Matthew Reimherr, Piotr S. Kokoszka
Publication date: 22 April 2013
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2012.12.011
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30)
Related Items
Robust sieve M-estimation with an application to dimensionality reduction ⋮ Frequency domain theory for functional time series: variance decomposition and an invariance principle ⋮ Asymptotic properties of principal component projections with repeated eigenvalues ⋮ Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators ⋮ Factor models for high‐dimensional functional time series I: Representation results ⋮ Functional regression with repeated eigenvalues ⋮ On the asymptotic normality of kernel estimators of the long run covariance of functional time series ⋮ A Geometric Approach to Confidence Regions and Bands for Functional Parameters ⋮ Testing equality of autocovariance operators for functional time series ⋮ Dependent functional data ⋮ An introduction to functional data analysis and a principal component approach for testing the equality of mean curves ⋮ Some asymptotic theory for Silverman's smoothed functional principal components in an abstract Hilbert space ⋮ Conjugate processes: theory and application to risk forecasting ⋮ Comments on ``Modular regression -- a Lego system for building structured additive distributional regression models with tensor product interactions ⋮ Inferential procedures for partially observed functional data ⋮ Extremes of projections of functional time series on data-driven basis systems ⋮ Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series ⋮ Principal components analysis of regularly varying functions ⋮ Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces ⋮ Principal component analysis of infinite variance functional data ⋮ Statistical inference for the slope parameter in functional linear regression
