On the asymptotic normality of kernel estimators of the long run covariance of functional time series

DOI10.1016/j.jmva.2015.11.005zbMath1360.62450arXiv1503.00741OpenAlexW2964136214MaRDI QIDQ901286

Gregory Rice, Lajos Horváth, István Berkes

Publication date: 23 December 2015

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

Full work available at URL: https://arxiv.org/abs/1503.00741

zbMATH Keywords

moment inequalitiesnormal approximationfunctional time seriesempirical eigenvalues and eigenfunctionslong run covariance operator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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Uses Software

• fda (R)
• freqdom.fda

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