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arXiv · 1808.04872

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

M. D. Ruiz-Medina·J. Alvarez-Liebana
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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.

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M. D. Ruiz-Medina, J. Alvarez-Liebana. 2018-08-15. A note on strong-consistency of componentwise ARH(1) predictors. https://arxiv.org/abs/1808.04872

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