Asymptotics for spherical functional autoregressions
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Publication:2656599
Abstract: In this paper, we investigate a class of spherical functional autoregressive processes, and we discuss the estimation of the corresponding autoregressive kernels. In particular, we first establish a consistency result (in sup and mean-square norm), then a quantitative central limit theorem (in Wasserstein distance), and finally a weak convergence result, under more restrictive regularity conditions. Our results are validated by a small numerical investigation.
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Cited in
(6)- Asymptotics for isotropic Hilbert-valued spherical random fields
- Functional estimation of anisotropic covariance and autocovariance operators on the sphere
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
- Lasso estimation for spherical autoregressive processes
- Parametric estimation for functional autoregressive processes on the sphere
- SPHARMA approximations for stationary functional time series on the sphere
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