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dc.contributor.authorvan Delft, Anne-
dc.date.accessioned2019-09-06T13:25:34Z-
dc.date.available2019-09-06T13:25:34Z-
dc.date.issued2019-
dc.identifier.urihttp://hdl.handle.net/2003/38205-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-20184-
dc.description.abstractWe study the distributional properties of a quadratic form of a stationary functional time series under mild moment conditions. As an important application, we obtain consistency rates of estimators of spectral density operators and prove joint weak convergence to a vector of complex Gaussian random operators. Weak convergence is established based on an approximation of the form via transforms of Hilbert-valued martingale difference sequences. As a side-result, the distributional properties of the long-run covariance operator are established.en
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB823;18/2019-
dc.subjectfunctional dataen
dc.subjectmartingalesen
dc.subjectspectral analysisen
dc.subjecttime seriesen
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleA note on quadratic forms of stationary functional time series under mild conditionsen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access-
eldorado.secondarypublicationfalsede
Appears in Collections:Sonderforschungsbereich (SFB) 823

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