|
|||||
|
|
Large and moderate deviations for infinite-dimensional autoregressive processes |
|
| Authors: | Andr Mas,Ludovic Menneteau |
| Affiliation: | a Université Toulouse III, 118, Route de Narbonne, 31062, Toulouse, Cedex 4, France;b Département des Sciences Mathématiques, Université Montpellier II, Case courrier 051, Place Eugène Bataillon, 34095, Montpellier, Cedex 5, France;c CREST, Laboratoire de Statistíque, 3, avenue Pierre Larousse, 92240, Malakoff, France |
| Abstract: | We consider large and moderate deviations for the empirical mean and covariance of hilbertian autoregressive processes. As an application we obtain moderate deviations principles for the eigenvalues and associated projectors of the empirical covariance. |
| Keywords: | Deviations principles Autoregressive hilbertian processes Covariance operators Functional principal component analysis |
| 本文献已被 ScienceDirect 等数据库收录！ | |