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math.PR2022★ 1 cited
Quantitative limit theorems and bootstrap approximations for empirical spectral projectors
Moritz Jirak, Martin Wahl
Given finite i.i.d.~samples in a Hilbert space with zero mean and trace-class covariance operator , the problem of recovering the spectral projectors of naturally arises in…
math.ST2022
Time-varying first-order autoregressive processes with irregular innovations
Hanna Gruber, Moritz Jirak
We consider a time-varying first-order autoregressive model with irregular innovations, where we assume that the coefficient function is Hölder continuous. To estimate this functio…