{"paper":{"title":"A note on strong-consistency of componentwise ARH(1) predictors","license":"http://creativecommons.org/licenses/by-nc-sa/4.0/","headline":"","cross_cats":["math.FA","stat.ME","stat.TH"],"primary_cat":"math.ST","authors_text":"J. \\'Alvarez-Li\\'ebana, M. D. Ruiz-Medina","submitted_at":"2017-09-14T18:19:33Z","abstract_excerpt":"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."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1709.04938","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}