The aim of this paper is to define a nonlinear least squares estimator for the spectral parameters of a spherical autoregressive process of order 1 in a parametric setting. Furthermore, we investigate on its asymptotic properties, such as weak consistency and asymptotic normality
Parametric estimation for functional autoregressive processes on the sphere / Caponera, A.; Durastanti, C.. - In: THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS. - ISSN 0094-9000. - 106:0(2022), pp. 63-83. [10.1090/tpms/1165]
Parametric estimation for functional autoregressive processes on the sphere
Durastanti C.
2022
Abstract
The aim of this paper is to define a nonlinear least squares estimator for the spectral parameters of a spherical autoregressive process of order 1 in a parametric setting. Furthermore, we investigate on its asymptotic properties, such as weak consistency and asymptotic normalityFile allegati a questo prodotto
| File | Dimensione | Formato | |
|---|---|---|---|
|
Caponera_Parametric estimation_2022.pdf
accesso aperto
Tipologia:
Documento in Post-print (versione successiva alla peer review e accettata per la pubblicazione)
Licenza:
Creative commons
Dimensione
232.9 kB
Formato
Adobe PDF
|
232.9 kB | Adobe PDF |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
