1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.ST2020★ 1 cited
The maximum of the periodogram of Hilbert space valued time series
Clément Cerovecki, Vaidotas Characiejus, Siegfried Hörmann
We are interested to detect periodic signals in Hilbert space valued time series when the length of the period is unknown. A natural test statistic is the maximum Hilbert-Schmidt n…
math.PR2015
On the CLT for discrete Fourier transforms of functional time series
Clément Cerovecki, Siegfried Hörmann
We consider a strictly stationary and ergodic sequence of random elements taking values in some Hilbert space. Our target is to study the weak convergence of the discrete Fourier t…