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Asymptotics for spherical functional autoregressions
Annals of Statistics ( IF 3.2 ) Pub Date : 2021-01-29 , DOI: 10.1214/20-aos1959
Alessia Caponera , Domenico Marinucci

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.

中文翻译:

球形函数自回归的渐近性

在本文中,我们研究了一类球面函数自回归过程,并讨论了相应自回归核的估计。特别是,我们首先建立一致性结果(均方和最高范数),然后建立定量中心极限定理(以Wasserstein距离为单位),最后在更严格的规则性条件下建立弱收敛结果。我们的结果通过一个小的数值研究得到了验证。
更新日期:2021-01-29
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