Lasso estimation for spherical autoregressive processes

DOI10.1016/j.spa.2021.03.009zbMath1467.62126arXiv1911.11470OpenAlexW3149841720MaRDI QIDQ2029797

Anna Vidotto, Claudio Durastanti, Alessia Caponera

Publication date: 4 June 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.11470

zbMATH Keywords

stabilityconsistencykernel estimationoracle inequalitiesLasso methodspherical functional autoregressions

Mathematics Subject Classification ID

Random fields (60G60) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Gaussian processes (60G15) Functional data analysis (62R10) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

Parametric estimation for functional autoregressive processes on the sphere ⋮ SPHARMA approximations for stationary functional time series on the sphere ⋮ Functional estimation of anisotropic covariance and autocovariance operators on the sphere

Uses Software

• ElemStatLearn

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