3 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
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.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…