We study the asymptotic behaviour of needlets-based approximate maximum likelihood estimators for the spectral parameters of Gaussian and isotropic spherical random fields. We prove consistency and asymptotic Gaussianity, in the high-frequency limit, thus generalizing earlier results by Durastanti et al. (2011) based upon standard Fourier analysis on the sphere. The asymptotic results are then illustrated by an extensive Monte Carlo study.
Durastanti, C., Lan, X., Marinucci, D. (2013). Needlet-Whittle estimates on the unit sphere. ELECTRONIC JOURNAL OF STATISTICS, 7, 597-646 [10.1214/13-EJS782].
Needlet-Whittle estimates on the unit sphere
MARINUCCI, DOMENICO
2013-01-01
Abstract
We study the asymptotic behaviour of needlets-based approximate maximum likelihood estimators for the spectral parameters of Gaussian and isotropic spherical random fields. We prove consistency and asymptotic Gaussianity, in the high-frequency limit, thus generalizing earlier results by Durastanti et al. (2011) based upon standard Fourier analysis on the sphere. The asymptotic results are then illustrated by an extensive Monte Carlo study.File in questo prodotto:
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