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 mean-square and sup 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.
Asymptotics for spherical functional autoregressions / Caponera, Alessia; Marinucci, D. - In: ANNALS OF STATISTICS. - ISSN 0090-5364. - 49:1(2021), pp. 346-369. [10.1214/20-AOS1959]
Asymptotics for spherical functional autoregressions
Caponera, A;
2021
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 mean-square and sup 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.
| File | Dimensione | Formato | |
|---|---|---|---|
|
6-CM21.pdf
Solo gestori archivio
Tipologia:
Versione dell'editore
Licenza:
Tutti i diritti riservati
Dimensione
570.06 kB
Formato
Adobe PDF
|
570.06 kB | Adobe PDF | Visualizza/Apri |
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
