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math.ST2016
Identifying the Spectral Representation of Hilbertian Time Series
Eduardo Horta, Flavio Ziegelmann
We provide square-root n consistency results regarding estimation of the spectral representation of covariance operators of Hilbertian time series, in a setting with imperfect meas…
math.ST2012★ 60 cited
Identifying the finite dimensionality of curve time series
Neil Bathia, Qiwei Yao, Flavio Ziegelmann
The curve time series framework provides a convenient vehicle to accommodate some nonstationary features into a stationary setup. We propose a new method to identify the dimensiona…