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A diagonal componentwise approach for ARB(1) prediction

Consistency
Functional data
Functional time series

Javier Álvarez Liébana, María Dolores Ruiz Medina, «A diagonal componentwise approach for ARB(1) prediction», In: Aneiros, G., G. Bongiorno, E., Cao, R., Vieu, P. (eds) Functional Statistics and Related Fields. Contributions to Statistics. Springer, Cham (2017), doi: 10.1007/978-3-319-55846-2_4

Authors
Affiliations
Javier Álvarez Liébana

Universidad Complutense de Madrid

María Dolores Ruiz Medina

Universidad de Granada

Published

April 2017

Doi

10.1007/978-3-319-55846-2_4

Materiales

Abstract

This paper extends to the Banach-valued framework previous strong-consistency results derived, in the context of diagonal componentwise estimation of the autocorrelation operator of autoregressive Hilbertian processes, and the associated plug-in prediction. The Banach space B considered here is B = C ([0,1]), the space of continuous functions on [0,1] with the supremum norm.

Cita BibTeX

@book{AlvarezLiebanaRuizMedina17,
  author = {J. Álvarez-Liébana and M. D. Ruiz-Medina},
  title = {A diagonal componentwise approach for ARB(1) prediction},
  publisher = {In: Aneiros, G., G. Bongiorno, E., Cao, R., Vieu, P. (eds) Functional Statistics and Related Fields. Contributions to Statistics. Springer, Cham},
  doi = {10.1007/978-3-319-55846-2_4},
  url = {https://link.springer.com/chapter/10.1007/978-3-319-55846-2_4},
  year = {2017}
}