A class of space-time random fields, which are functional autoregressive processes taking values in the space of square integrable functions on the sphere, is presented. We discuss the estimation of the corresponding autoregressive kernels. In particular, we investigate asymptotic properties of a form of least squares regression and LASSO-type estimators.
Asymptotics and Regularization in Spherical Functional Autoregressive Models / Caponera, Alessia. - (2019). (Intervento presentato al convegno CFE-CMStatistics 2019 tenutosi a London; United Kingdom).
Asymptotics and Regularization in Spherical Functional Autoregressive Models
Alessia Caponera
2019
Abstract
A class of space-time random fields, which are functional autoregressive processes taking values in the space of square integrable functions on the sphere, is presented. We discuss the estimation of the corresponding autoregressive kernels. In particular, we investigate asymptotic properties of a form of least squares regression and LASSO-type estimators.File allegati a questo prodotto
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