Gaussian semiparametric estimates on the unit sphere
Statistics Theory
2014-02-05 v4 Probability
Statistics Theory
Abstract
We study the weak convergence (in the high-frequency limit) of the parameter estimators of power spectrum coefficients associated with Gaussian, spherical and isotropic random fields. In particular, we introduce a Whittle-type approximate maximum likelihood estimator and we investigate its asympotic weak consistency and Gaussianity, in both parametric and semiparametric cases.
Cite
@article{arxiv.1110.3777,
title = {Gaussian semiparametric estimates on the unit sphere},
author = {Claudio Durastanti and Xiaohong Lan and Domenico Marinucci},
journal= {arXiv preprint arXiv:1110.3777},
year = {2014}
}
Comments
Published in at http://dx.doi.org/10.3150/12-BEJ475 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)