A note on quadratic forms of stationary functional time series under mild conditions
| dc.contributor.author | van Delft, Anne | |
| dc.date.accessioned | 2019-09-06T13:25:34Z | |
| dc.date.available | 2019-09-06T13:25:34Z | |
| dc.date.issued | 2019 | |
| dc.description.abstract | We 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.identifier.uri | http://hdl.handle.net/2003/38205 | |
| dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-20184 | |
| dc.language.iso | en | de |
| dc.relation.ispartofseries | Discussion Paper / SFB823;18/2019 | |
| dc.subject | functional data | en |
| dc.subject | martingales | en |
| dc.subject | spectral analysis | en |
| dc.subject | time series | en |
| dc.subject.ddc | 310 | |
| dc.subject.ddc | 330 | |
| dc.subject.ddc | 620 | |
| dc.title | A note on quadratic forms of stationary functional time series under mild conditions | en |
| dc.type | Text | de |
| dc.type.publicationtype | workingPaper | de |
| dcterms.accessRights | open access | |
| eldorado.secondarypublication | false | de |