Menneteau, Ludovic Some laws of the iterated logarithm in Hilbertian autoregressive models. (English) Zbl 1142.60323 J. Multivariate Anal. 92, No. 2, 405-425 (2005). Summary: We consider the law of the iterated logarithm for the empirical covariance of Hilbertian autoregressive processes. As an application, we obtain laws of the iterated logarithm for the eigenvalues and associated projectors of the empirical covariance. Cited in 12 Documents MSC: 60F15 Strong limit theorems 60B12 Limit theorems for vector-valued random variables (infinite-dimensional case) 62M99 Inference from stochastic processes Keywords:Laws of the iterated logarithm; Autoregressive Hilbertian processes; Covariance operators; Functional principal component analysis Software:fda (R) PDFBibTeX XMLCite \textit{L. Menneteau}, J. 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