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• W2340126306 abstract "We provide square-root n consistency results regarding estimation of the spectral representation of covariance operators of Hilbertian time series, in a setting with imperfect measurements. This is a generalization of the method developed in Bathia et al. (2010). The generalization relies on an important property of centered random elements in a separable Hilbert space, namely, that they lie almost surely in the closed linear span of the associated covariance operator. We provide a straightforward proof to this fact. This result is, to our knowledge, overlooked in the literature. It incidentally gives a rigorous formulation of PCA in Hilbert spaces." @default.
• W2340126306 created "2016-06-24" @default.
• W2340126306 creator A5043114086 @default.
• W2340126306 creator A5089620677 @default.
• W2340126306 date "2016-04-10" @default.
• W2340126306 modified "2023-09-27" @default.
• W2340126306 title "Identifying the Spectral Representation of Hilbertian Time Series" @default.
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• W2340126306 hasPublicationYear "2016" @default.
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