We study the asymptotic behaviour of needlets-based approximate maximum likelihood estimators for the spectral parameters of Gaussian and isotropic spherical random fields. We prove consistency and asymptotic Gaussianity, in the high-frequency limit, thus generalizing earlier results by Durastanti et al. (2011) based upon standard Fourier analysis on the sphere. The asymptotic results are then illustrated by an extensive Monte Carlo study. © 2013 Institute of Mathematical Statistics.
Needlet-Whittle estimates on the unit sphere / Durastanti, Claudio; Lan, Xiaohong; Marinucci, Domenico. - In: ELECTRONIC JOURNAL OF STATISTICS. - ISSN 1935-7524. - 7:1(2013), pp. 597-646. [10.1214/13-EJS782]
Needlet-Whittle estimates on the unit sphere
Durastanti, Claudio;
2013
Abstract
We study the asymptotic behaviour of needlets-based approximate maximum likelihood estimators for the spectral parameters of Gaussian and isotropic spherical random fields. We prove consistency and asymptotic Gaussianity, in the high-frequency limit, thus generalizing earlier results by Durastanti et al. (2011) based upon standard Fourier analysis on the sphere. The asymptotic results are then illustrated by an extensive Monte Carlo study. © 2013 Institute of Mathematical Statistics.| File | Dimensione | Formato | |
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