Asymptotics for spherical functional autoregressions

DOI10.1214/20-AOS1959zbMATH Open1461.62237arXiv1907.05802OpenAlexW3128251678MaRDI QIDQ2656599FDOQ2656599

Authors: Alessia Caponera, Domenico Marinucci 

Publication date: 11 March 2021

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

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.

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

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zbMATH Keywords

Wasserstein distanceweak convergencespherical harmonicsquantitative central limit theoremspherical functional autoregressions

Mathematics Subject Classification ID

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

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Cited In (6)

• Asymptotics for isotropic Hilbert-valued spherical random fields
• Lasso estimation for spherical autoregressive processes
• 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
• SPHARMA approximations for stationary functional time series on the sphere
• Parametric estimation for functional autoregressive processes on the sphere

Uses Software

• Healpix

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