A note on strong-consistency of componentwise ARH(1) predictors
Ruiz-Medina, M. D. · Álvarez-Liébana, J.
Original · EN
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 process of order one (ARH(1) process), allowing strong-consistency of the associated plug-in predictor. These results are derived, when the eigenvectors of the autocovariance operator are unknown, and the autocorrelation operator does not admit a diagonal spectral representation with respect to the eigenvectors of the autocovariance operator.
English translation
This paper has no Arabic translation yet. Be the first: it takes a few seconds, and the result is stored for every future reader.