Gap between orthogonal projectors -- application to stationary processes

DOI10.1016/j.jmva.2015.10.002zbMath1346.60048OpenAlexW1827565145MaRDI QIDQ268775

Sylvie Viguier-Pla, Alain Boudou

Publication date: 15 April 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.10.002

zbMATH Keywords

spectral measuresunitary operatorsstationary processesrandom measurescontinuous random functionsorthogonal projectors

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic integrals (60H05) Random measures (60G57) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items

An introduction to recent advances in high/infinite dimensional statistics ⋮ Recent advances in functional data analysis and high-dimensional statistics ⋮ Commuter of operators in a Hilbert space

Uses Software

• fda (R)

Cites Work

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