Parametric estimation for functional autoregressive processes on the sphere

Caponera, A.; Durastanti, C.

doi:10.1090/tpms/1165

Authors: A. Caponera and C. Durastanti
Journal: Theor. Probability and Math. Statist. 106 (2022), 63-83
MSC (2020): Primary 60G60, 62G05; Secondary 62R30, 60G10
DOI: https://doi.org/10.1090/tpms/1165
Published electronically: May 16, 2022
MathSciNet review: 4438444
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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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