Asymptotics for spherical functional autoregressions
نویسندگان
چکیده
In this paper, we investigate a class of spherical functional autoregressive processes, and discuss the estimation corresponding kernels. particular, first establish consistency result (in mean-square sup norm), then quantitative central limit theorem Wasserstein distance), finally weak convergence result, under more restrictive regularity conditions. Our results are validated by small numerical investigation.
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ژورنال
عنوان ژورنال: Annals of Statistics
سال: 2021
ISSN: ['0090-5364', '2168-8966']
DOI: https://doi.org/10.1214/20-aos1959