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

Through time, functions trend,
Forecasting yields insights blend,
Predictions extend.
Consistency
Dimension reduction
Functional data
Functional time series

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

Authors
Affiliations
María Dolores Ruiz Medina

Universidad de Granada

Javier Álvarez Liébana

Universidad Complutense de Madrid

Published

February 2019

Doi

10.1016/j.spl.2018.09.004

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}
}