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

Resumen

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.

Publicación
Stats. Prob. Letters, 145, 224-228

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