Large and moderate deviations for infinite-dimensional autoregressive processes
[摘要] 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. (C) 2003 Elsevier Inc. All rights reserved.
[发布日期] 2003-11-01 [发布机构]
[效力级别] [学科分类]
[关键词] deviations principles;autoregressive hilbertian processes;covariance operators;functional principal component analysis [时效性]
