Asymptotics for spherical functional autoregressions

DOI10.1214/20-AOS1959zbMath1461.62237arXiv1907.05802OpenAlexW3128251678MaRDI QIDQ2656599

Alessia Caponera, Domenico Marinucci

Publication date: 11 March 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.05802

zbMATH Keywords

weak convergencespherical harmonicsWasserstein distancequantitative central limit theoremspherical functional autoregressions

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Functional data analysis (62R10) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (5)

Parametric estimation for functional autoregressive processes on the sphere ⋮ SPHARMA approximations for stationary functional time series on the sphere ⋮ Lasso estimation for spherical autoregressive processes ⋮ Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces ⋮ Functional estimation of anisotropic covariance and autocovariance operators on the sphere

Uses Software

• Healpix

Cites Work

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