A note on strong-consistency of componentwise ARH(1) predictors
Statistics Theory
2018-09-13 v2 Statistics Theory
Abstract
New results on strong-consistency, in the Hilbert-Schmidt and trace operator norms, are obtained, in the parameter estimation of an autoregressive Hilbertian process of order one (ARH(1) process). In particular, a strongly-consistent diagonal componentwise estimator of the autocorrelation operator is derived, based on its empirical singular value decomposition.
Cite
@article{arxiv.1808.04872,
title = {A note on strong-consistency of componentwise ARH(1) predictors},
author = {M. D. Ruiz-Medina and J. Alvarez-Liebana},
journal= {arXiv preprint arXiv:1808.04872},
year = {2018}
}
Comments
Submitted to Statistics & Probability Letters in December, 2016 (now, still in process after revision in April, 2018). arXiv admin note: substantial text overlap with arXiv:1709.04938