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A diagonal componentwise approach for ARB(1) prediction

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Functional Statistics and Related Fields

Part of the book series: Contributions to Statistics ((CONTRIB.STAT.))

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Abstract

This paper extends to the Banach-valued framework previous strong-consistency results derived, in the context of diagonal componentwise estimation of the autocorrelation operator of autoregressive Hilbertian processes, and the associated plug-in prediction. The Banach space B considered here is \( B = {\fancyscript{C}}\left( {\left[ {0,1} \right]} \right) \), the space of continuous functions on [0, 1] with the supremum norm.

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Author information

Authors and Affiliations

  1. University of Granada, Campus Fuentenueva, 18071, Granada, Spain

    Javier Álvarez-Liébana & M. Dolores Ruiz-Medina

Authors
  1. Javier Álvarez-Liébana
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  2. M. Dolores Ruiz-Medina
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Corresponding author

Correspondence to Javier Álvarez-Liébana .

Editor information

Editors and Affiliations

  1. Dept. of Mathematics, University of A Coruña, A Coruña, Spain

    Germán Aneiros

  2. Dept. of Studies in Econ.and Business, University of Eastern Piedmont "Amedeo Avogadro", Novara, Italy

    Enea G. Bongiorno

  3. Dept. of Mathematics, University of A Coruña, A Coruña, Spain

    Ricardo Cao

  4. Toulouse Mathematics Institute (IMT), Paul Sabatier University, Toulouse, France

    Philippe Vieu

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Álvarez-Liébana, J., Ruiz-Medina, M.D. (2017). A diagonal componentwise approach for ARB(1) prediction. In: Aneiros, G., G. Bongiorno, E., Cao, R., Vieu, P. (eds) Functional Statistics and Related Fields. Contributions to Statistics. Springer, Cham. https://doi.org/10.1007/978-3-319-55846-2_4

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