Theory of Probability and Mathematical Statistics
Parametric estimation for functional autoregressive processes on the sphere
A. Caponera and C. Durastanti
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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.
Keywords: High frequency asymptotics, parametric estimates, spherical harmonics, SPHAR(1) model, NLS estimator
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