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Parametric estimation for functional autoregressive processes on the sphere

07/19/2021

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by Alessia Caponera, et al.

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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.

Alessia Caponera
8 publications
Claudio Durastanti
6 publications

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