Materiales
Abstract
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.
Código R y datos
El código no fue documentado no está libremente disponible, solo bajo petición
Cita BibTeX
@article{RuizMedinaAlvarezLiebana19,
author = {M. D. Ruiz-Medina and J. Álvarez-Liébana},
title = {A note on strong-consistency of componentwise ARH(1) predictors},
journal = {Stat. Prob. Letters},
volume = {145},
pages = {224-228},
keywords = {dimension reduction techniques, empirical orthogonal bases, functional prediction, strong-consistency, trace norm},
doi = {10.1016/j.spl.2018.09.004},
url = {https://www.sciencedirect.com/science/article/abs/pii/S0167715218303031},
year = {2019}
}