关于分量式 ARH(1) 预测器强一致性的注记
统计理论
2018-09-13 v2 统计理论
摘要
在自回归希尔伯特过程（ARH(1) 过程）的参数估计中，获得了关于希尔伯特-施密特范数和迹算子范数下强一致性的新结果。特别地，基于经验奇异值分解，导出了自相关算子的强一致对角分量式估计量。
引用
@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}
}
备注
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