| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10524533 | Journal of Multivariate Analysis | 2005 | 21 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Ludovic Menneteau,