Identifying the finite dimensionality of curve time series

DOI10.1214/10-AOS819zbMath1204.62152arXiv1211.2522MaRDI QIDQ620552

Qiwei Yao, Neil Bathia, Flávio Augusto Ziegelmann

Publication date: 19 January 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.2522

zbMATH Keywords

dimension reductionautocovarianceeigenanalysisKarhunen-Loève expansion\(n\) convergence ratecurve time seriesroot-\(n\) convergence rate

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Eigenvalues, singular values, and eigenvectors (15A18) Stochastic processes (60G99)

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Uses Software

• fda (R)

Cites Work

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