LASSO estimation for spherical autoregressive processes
Statistics Theory
2020-07-06 v2 Probability
Methodology
Statistics Theory
Abstract
The purpose of the present paper is to investigate on a class of spherical functional autoregressive processes in order to introduce and study LASSO (Least Absolute Shrinkage and Selection Operator) type estimators for the corresponding autoregressive kernels, defined in the harmonic domain by means of their spectral decompositions. Some crucial properties for these estimators are proved, in particular, consistency and oracle inequalities.
Cite
@article{arxiv.1911.11470,
title = {LASSO estimation for spherical autoregressive processes},
author = {Alessia Caponera and Claudio Durastanti and Anna Vidotto},
journal= {arXiv preprint arXiv:1911.11470},
year = {2020}
}
Comments
32 pages, 3 figures