Journal
STATISTICS & PROBABILITY LETTERS
Volume 145, Issue -, Pages 224-228Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spl.2018.09.004
Keywords
Dimension reduction techniques; Empirical orthogonal bases; Functional prediction; Strong-consistency; Trace norm
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Funding
- Feder funds of the DGI, MINECO, Spain [MTM2015-71839-P]
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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. (C) 2018 Elsevier B.V. All rights reserved.
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