Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
type: Item
instance of: scholarly article
title: Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
zbMATH Open document ID: 1504.47122
DOI: 10.1214/22-EJS2059
author: Sebastian Kuhnert
published in: Electronic Journal of Statistics
publication date: 2022-10-18T00:00:00Z
full work available at URL: 22-EJS2059.full
Mathematics Subject Classification ID: 47N30
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 47B10
Mathematics Subject Classification ID: 60G05
Mathematics Subject Classification ID: 62J10
zbMATH DE Number: 7603098
zbMATH Keywords: estimation
zbMATH Keywords: functional time series
zbMATH Keywords: lag-\(h\)-covariance operator
zbMATH Keywords: lag-\(h\)-cross covariance operator
zbMATH Keywords: principal components
describes a project that uses: fda (R)
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7603098