TY  - JOUR
AU  - Álvarez Liébana, Javier
AU  - Bosq, Denis
AU  - Ruiz Medina, María Dolores
PY  - 2017
DO  - 10.1016/j.jmva.2016.11.009
SN  - 0047-259X
UR  - https://hdl.handle.net/20.500.14352/95336
T2  - Journal of Multivariate Analysis
AB  - This paper presents new results on the prediction of linear processes in function spaces. The autoregressive Hilbertian process framework of order one (ARH(1) framework) is adopted. A component-wise estimator of the autocorrelation operator is derived...
LA  - eng
M2  - 12
PB  - Elsevier
KW  - ARH(1) processes
KW  - Consistency
KW  - Functional prediction
KW  - Mean absolute and quadratic convergence
TI  - Asymptotic properties of a component-wise ARH(1) plug-in predictor
TY  - journal article
VL  - 155
ER  -