Weak Convergence for the Covariance Operators of a Hilbertian Linear Process.

Let "..." be a linear process with values in a Hilbert space H. We prove a central limit theorem for the vector of empirical covariance operators of the random variables X at orders 0 to h in the space of Hilbert-Schmidt operators.

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Year of publication:	2000
Authors:	Mas, A.
Subject:	CENTRAL LIMIT THEOREM \| COVARIANCE \| RANDOM VARIABLES

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Type of publication:	Book / Working Paper
Notes:	25 pages
Classification:	C52 - Model Evaluation and Testing ; C10 - Econometric and Statistical Methods: General. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005780760