Related papers: A note on Herglotz's theorem for time series on fu…
We propose a two-step procedure to model and predict high-dimensional functional time series, where the number of function-valued time series $p$ is large in relation to the length of time series $n$. Our first step performs an…
We aim to generalize the homogenisation theorem in \cite{Gehringer-Li-tagged} for a passive tracer interacting with a fractional Gau{\ss}ian noise to also cover fractional non-Gau{\ss}ian noises. To do so we analyse limit theorems for…
We use time-frequency methods for the study of Fourier Integral operators (FIOs). In this paper we shall show that Gabor frames provide very efficient representations for a large class of FIOs. Indeed, similarly to the case of shearlets and…
We prove a Strichartz inequality for a system of orthonormal functions, with an optimal behavior of the constant in the limit of a large number of functions. The estimate generalizes the usual Strichartz inequality, in the same fashion as…
Periodicity is a common feature of time series. For finite-dimensional data, periodic autoregressive moving average (ARMA) models have been extensively studied. In functional time series analysis, AR models have been extended to incorporate…
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 measurements. This is a generalization of the method developed…
We consider a strictly stationary and ergodic sequence of random elements taking values in some Hilbert space. Our target is to study the weak convergence of the discrete Fourier transforms under sharp conditions. As a side-result we obtain…
In 1975, Don Zagier obtained a new version of the Kronecker limit formula for a real quadratic field which involved an interesting function $F(x)$ which is now known as the \emph{Herglotz function}. As demonstrated by Zagier, and very…
We develop a theory of Valuation Hilbert Modules and prove a version of Beurling's theorem for these. Then we apply our version of Beurling's theorem to obtain complete descriptions of the closed invariant subspaces of a number of Hilbert…
Time-frequency localization operators are a quantization procedure that maps symbols on $R^{2d}$ to operators and depends on two window functions. We study the range of this quantization and its dependence on the window functions. If the…
We investigate the behavior of Fourier transforms for a wide class of nonstationary nonlinear processes. Asymptotic central and noncentral limit theorems are established for a class of nondegenerate and degenerate weighted $V$-statistics…
Functional time series have become an integral part of both functional data and time series analysis. Important contributions to methodology, theory and application for the prediction of future trajectories and the estimation of functional…
We propose a new measure for stationarity of a functional time series, which is based on an explicit representation of the $L^2$-distance between the spectral density operator of a non-stationary process and its best ($L^2$-)approximation…
We provide a functional central limit theorem for a broad class of smooth functions for possibly noncausal multivariate linear processes with time-varying coefficients. Since the limiting processes depend on unknown quantities, we propose a…
We identify a class of operator pencils, arising in a number of applications, which have only real eigenvalues. In the one-dimensional case we prove a novel version of the Sturm oscillation theorem: if the dependence on the eigenvalue…
In this work, we present an abstract theory for the approximation of operator-valued Riccati equations posed on Hilbert spaces. It is demonstrated here that the error of the approximate solution to the operator-valued Riccati equation is…
This paper is devoted to investigating the sequence of some linear functionals in the space $BV$ of finite variation functions. We prove that under certain conditions this sequence is bounded. We also prove that this result is sharp. In…
We investigate the problems related to the Collatz map $T$ from the point of view of functional analysis. We associate with $T$ certain linear operator $\mathcal{T}$ and show that cycles and (hypothetical) diverging trajectory (generated by…
The construction of synthetic complex-valued signals from real-valued observations is an important step in many time series analysis techniques. The most widely used approach is based on the Hilbert transform, which maps the real-valued…
We prove the It\^o-Wentzell formula for processes with values in the space of generalized functions by using the stochastic Fubini theorem and the It\^o-Wentzell formula for real-valued processes, appropriate versions of which are also…