Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
Author:
Publisher
Institute of Mathematical Statistics
Subject
Statistics and Probability,Statistics, Probability and Uncertainty
Reference61 articles.
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1. Estimating lagged (cross‐)covariance operators of Lp‐m‐approximable processes in cartesian product hilbert spaces;Journal of Time Series Analysis;2024-08-29
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