A note on strong-consistency of componentwise ARH(1) predictors
classification
🧮 math.ST
stat.TH
keywords
componentwiseoperatorprocessstrong-consistencyautocorrelationautoregressivedecompositionderived
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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 (ARH(1) process). In particular, a strongly-consistent diagonal componentwise estimator of the autocorrelation operator is derived, based on its empirical singular value decomposition.
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