Identifying the finite dimensionality of curve time series

Annals of Statistics

Volumn 38, Issue 6, 2010, Pages 3352-3386

  Bathia, Neil ^a   Yao, Qiwei ^a   Ziegelmann, Flavio ^b  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^b FEDERAL UNIVERSITY OF RIO GRANDE DO SUL   (Brazil)

Author keywords

Autocovariance; Curve time series; Dimension reduction; Eigenanalysis; Karhunen Lo ve expansion; N convergence rate; Root n convergence rate

Indexed keywords

EID: 78650143814     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/10-AOS819     Document Type: Article

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