A note on strong-consistency of componentwise ARH(1) predictors
arXiv:1808.04872
Abstract
New results on strong-consistency, in the Hilbert-Schmidt and trace operator norms, are obtained, in the parameter estimation of an autoregressive Hilbertian process of order one (ARH(1) process). In particular, a strongly-consistent diagonal componentwise estimator of the autocorrelation operator is derived, based on its empirical singular value decomposition.
Submitted to Statistics & Probability Letters in December, 2016 (now, still in process after revision in April, 2018). arXiv admin note: substantial text overlap with arXiv:1709.04938