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, Alessia; Durastanti, C. - In: THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS. - ISSN 0094-9000. - 106:(2022), pp. 63-83. [10.1090/tpms/1165]
Parametric estimation for functional autoregressive processes on the sphere
Caponera, A;
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 normality.
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