A note on strong-consistency of componentwise ARH(1) predictors
Loading...
Official URL
Full text at PDC
Publication date
2019
Advisors (or tutors)
Editors
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier
Citations
Exportar
Citation
Ruiz-Medina y Álvarez-Liébana (2019) «A note on strong-consistency of componentwise ARH(1) predictors», Statistics and Probability Letters, 145, pp. 224-228. doi:10.1016/J.SPL.2018.09.004.
Abstract
New results on strong-consistency in the trace operator norm are obtained, in the parameter estimation of an autoregressive Hilbertian process of order one (ARH(1) process). Additionally, a strongly-consistent diagonal componentwise estimator of the autocorrelation operator is derived, based on its empirical singular value decomposition.