5 papers · 1 filter
Parametric estimation for functional autoregressive processes on the sphere
Alessia Caponera, Claudio Durastanti
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. Further…
LASSO estimation for spherical autoregressive processes
Alessia Caponera, Claudio Durastanti, Anna Vidotto
The purpose of the present paper is to investigate on a class of spherical functional autoregressive processes in order to introduce and study LASSO (Least Absolute Shrinkage and S…
Aliasing effects for random fields over spheres of arbitrary dimension
Claudio Durastanti, Tim Patschkowski
In this paper, aliasing effects are investigated for random fields defined on the d-dimensional sphere and reconstructed from discrete samples. First, we introduce the concept of a…
Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields
Claudio Durastanti
The aim of this paper is to establish rates of convergence to Gaussianity for wavelet coefficients on circular Poisson random fields. This result is established by using the Stein-…
High-Frequency Tail Index Estimation by Nearly Tight Frames
Claudio Durastanti, Xiaohong Lan
This work develops the asymptotic properties (weak consistency and Gaussianity), in the high-frequency limit, of approximate maximum likelihood estimators for the spectral paramete…