most citedAsymptotic properties of a componentwise ARH(1) plug-in predictor

9 citations · 24 across the 6 of their papers we have counts for

collaborators

6 papers

math.ST2018

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

M. D. Ruiz-Medina, J. Alvarez-Liebana

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 (…

math.ST2018★ 6 cited

Strongly consistent autoregressive predictors in abstract Banach spaces

MD Ruiz-Medina, J. Alvarez-Liebana

This work derives new results on strong consistent estimation and prediction for autoregressive processes of order 1 in a separable Banach space B. The consistency results are obta…

math.ST2018★ 2 cited

Strongly consistent autoregressive predictors in abstract Banach spaces

M. D. Ruiz-Medina, J. Álvarez-Liébana

This work derives new results on strong consistent estimation and prediction for autoregressive processes of order 1 in a separable Banach space B. The consistency results are obta…

math.ST2017

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…

math.ST2017★ 9 cited

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…

math.ST2017★ 7 cited

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…