Parametric estimation for functional autoregressive processes on the sphere
Statistics Theory
2021-07-20 v1 Statistics Theory
Abstract
The aim of this paper is to define a nonlinear least squares estimator for the spectral parameters of a spherical autoregressive process of order 1 in a parametric setting. Furthermore, we investigate on its asymptotic properties, such as weak consistency and asymptotic normality.
Cite
@article{arxiv.2107.08900,
title = {Parametric estimation for functional autoregressive processes on the sphere},
author = {Alessia Caponera and Claudio Durastanti},
journal= {arXiv preprint arXiv:2107.08900},
year = {2021}
}
Comments
17 pages