Title: Asymptotics and regularization in spherical functional autoregressive models
Authors: Alessia Caponera - Sapienza University of Rome (Italy) [presenting]
Abstract: A class of space-time random fields, which are functional autoregressive processes taking values in the space of square integrable functions on the sphere, is presented. We discuss the estimation of the corresponding autoregressive kernels. In particular, we investigate asymptotic properties of a form of least squares regression and LASSO-type estimators.