42 citations · 88 across the 34 of their papers we have counts for
3 papers · 2 filters
A note on strong-consistency of componentwise ARH(1) predictors
M. D. Ruiz-Medina, J. Álvarez-Liébana
This paper presents a new result on strong-consistency, in the trace norm, of a diagonal componentwise parameter estimator of the autocorrelation operator of an autoregressive proc…
Asymptotic properties of a componentwise ARH(1) plug-in predictor
J. Álvarez-Liébana, D. Bosq, M. Dolores Ruiz-Medina
This paper presents new results on prediction of linear processes in function spaces. The autoregressive Hilbertian process framework of order one (ARH(1) process framework) is ado…
Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
J. Álvarez-Liébana, D. Bosq, M. D. Ruiz-Medina
New results on functional prediction of the Ornstein-Uhlenbeck process in an autoregressive Hilbert-valued and Banach-valued frameworks are derived. Specifically, consistency of th…