SPHARMA approximations for stationary functional time series on the sphere

DOI10.1007/s11203-021-09244-6zbMath1477.62396arXiv2009.13189OpenAlexW3160656272WikidataQ114223458 ScholiaQ114223458MaRDI QIDQ2243556

Alessia Caponera

Publication date: 11 November 2021

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.13189

zbMATH Keywords

spherical harmonicsdouble spectral representationfunctional time seriesspherical functional ARMAtime-varying spherical random fields

Mathematics Subject Classification ID

Random fields (60G60) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) 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 ⋮ Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces ⋮ Functional estimation of anisotropic covariance and autocovariance operators on the sphere

Uses Software

• fda (R)

Cites Work

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