42 citations · 88 across the 34 of their papers we have counts for
5 papers · 1 filter
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…
The effect of the spatial domain in FANOVA models with ARH(1) error term
J. Álvarez-Liébana, M. D. Ruiz-Medina
Functional Analysis of Variance (FANOVA) from Hilbert-valued correlated data with spatial rectangular or circular supports is analyzed, when Dirichlet conditions are assumed on the…
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…
Classical and bayesian componentwise predictors for non-compact correlated ARH(1) processes
M. Dolores Ruiz-Medina, J. Álvarez-Liébana
A special class of standard Gaussian Autoregressive Hilbertian processes of order one (Gaussian ARH(1) processes), with bounded linear autocorrelation operator, which does not sati…