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

Publication date: Available online 9 October 2018Source: Statistics & Probability LettersAuthor(s): M.D. Ruiz-Medina, J. Álvarez-LiébanaAbstractNew 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.

Source: Statistics and Probability Letters - October 10, 2018 Category: Statistics Source Type: research