A note on Herglotz's theorem for time series on function spaces

DOI10.1016/j.spa.2019.10.006zbMath1462.60041arXiv1801.04262OpenAlexW2782603730MaRDI QIDQ2175334

Michael Eichler, Anne van Delft

Publication date: 29 April 2020

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

Full work available at URL: https://arxiv.org/abs/1801.04262

zbMATH Keywords

time seriesspectral analysisfunctional data analysis

Mathematics Subject Classification ID

Functional data analysis (62R10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (9)

Tangent fields, intrinsic stationarity, and self similarity ⋮ Prediction theory for stationary functional time series ⋮ Frequency domain theory for functional time series: variance decomposition and an invariance principle ⋮ Pivotal tests for relevant differences in the second order dynamics of functional time series ⋮ Tempered functional time series ⋮ Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-cramér representations and applications ⋮ Testing for stationarity of functional time series in the frequency domain ⋮ SPHARMA approximations for stationary functional time series on the sphere ⋮ Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain

Uses Software

• freqdom.fda

Cites Work

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