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

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María Dolores Ruiz Medina, Javier Álvarez Liébana, «A note on strong-consistency of componentwise ARH(1) predictors», Stat. Prob. Letters 145, 224-228 (2019), doi: 10.1016/j.spl.2018.09.004


Universidad de Granada

Universidad Complutense de Madrid


February 2019




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.

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Cita BibTeX

  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}