Some laws of the iterated logarithm in Hilbertian autoregressive models

Ludovic Menneteau

Journal of Multivariate Analysis, 2005, vol. 92, issue 2, 405-425

Abstract: We consider the law of the iterated logarithm for the empirical covariance of Hilbertian autoregressive processes. As an application, we obtain laws of the iterated logarithm for the eigenvalues and associated projectors of the empirical covariance.

Keywords: Laws; of; the; iterated; logarithm; Autoregressive; Hilbertian; processes; Covariance; operators; Functional; principal; component; analysis (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (5)

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