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The purpose of the present paper is to investigate on a class of spherical functional autoregressive processes in order to introduce and study LASSO (Least Absolute Shrinkage and Selection Operator)… Click to show full abstract
The purpose of the present paper is to investigate on a class of spherical functional autoregressive processes in order to introduce and study LASSO (Least Absolute Shrinkage and Selection Operator) type estimators for the corresponding autoregressive kernels, defined in the harmonic domain by means of their spectral decompositions. Some crucial properties for these estimators are proved, in particular, consistency and oracle inequalities.
Keywords:
lasso estimation;
spherical autoregressive;
autoregressive processes;
estimation spherical
Journal Title: Stochastic Processes and their Applications
Year Published: 2021
Link to full text (if available)
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Journal Title: Stochastic Processes and their Applications
Year Published: 2021
Link to full text (if available)
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recommendations!