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arXiv · 1907.05802

Asymptotics for Spherical Functional Autoregressions

Alessia Caponera·Domenico Marinucci
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Abstract

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 sup and mean-square 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.

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Alessia Caponera, Domenico Marinucci. 2019-07-12. Asymptotics for Spherical Functional Autoregressions. https://arxiv.org/abs/1907.05802

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