4.2 Article

A note on strong-consistency of componentwise ARH(1) predictors

期刊

STATISTICS & PROBABILITY LETTERS
卷 145, 期 -, 页码 224-228

出版社

ELSEVIER SCIENCE BV
DOI: 10.1016/j.spl.2018.09.004

关键词

Dimension reduction techniques; Empirical orthogonal bases; Functional prediction; Strong-consistency; Trace norm

资金

  1. Feder funds of the DGI, MINECO, Spain [MTM2015-71839-P]

向作者/读者索取更多资源

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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