We study the weak convergence (in the high-frequency limit) of the parameter estimators of power spectrum coefficients associated with Gaussian, spherical and isotropic random fields. In particular, we introduce a Whittle-type approximate maximum likelihood estimator and we investigate its asympotic weak consistency and Gaussianity, in both parametric and semiparametric cases.
Durastanti, C., Lan, X., Marinucci, D. (2014). Gaussian semiparametric estimates on the unit sphere. BERNOULLI, 20(1), 28-77 [10.3150/12-BEJ475].
Gaussian semiparametric estimates on the unit sphere
MARINUCCI, DOMENICO
2014-01-01
Abstract
We study the weak convergence (in the high-frequency limit) of the parameter estimators of power spectrum coefficients associated with Gaussian, spherical and isotropic random fields. In particular, we introduce a Whittle-type approximate maximum likelihood estimator and we investigate its asympotic weak consistency and Gaussianity, in both parametric and semiparametric cases.File in questo prodotto:
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