Publications de Alessia Caponera

Functional autoregressive processes on a spherical domain for global aircraft-based atmospheric measurements

Motivated by global analysis of aircraft-based measurements of air pollutants and climate variables, and specifically the COVID-19 pandemic’s possible impact on ozone concentrations, a functional autoregressive model is proposed to capture global spatio-te ...

Palermo University Press2024

Asymptotics for Isotropic Hilbert-valued Random Fields

Alessia Caponera

In this paper, we introduce the concept of isotropic Hilbert -valued spherical random field, thus extending the notion of isotropic spherical random field to an infinite -dimensional setting. We then establish a spectral representation theorem and a functi ...

INT STATISTICAL INST2024

On the rate of convergence for the autocorrelation operator in functional autoregression

Victor Panaretos, Alessia Caponera

We consider the problem of estimating the autocorrelation operator of an autoregressive Hilbertian process. By means of a Tikhonov approach, we establish a general result that yields the convergence rate of the estimated autocorrelation operator as a funct ...

ELSEVIER2022

Parametric Estimation For Functional Autoregressive Processes On The Sphere

Alessia Caponera

The aim of this paper is to define a nonlinear least squares estimator for the spectral parameters of a spherical autoregressive process of order 1 in a parametric setting. Furthermore, we investigate on its asymptotic properties, such as weak consistency ...

2022

Functional estimation of anisotropic covariance and autocovariance operators on the sphere

Victor Panaretos, Matthieu Martin Jean-André Simeoni, Julien René Pierre Fageot, Alessia Caponera

We propose nonparametric estimators for the second-order central moments of possibly anisotropic spherical random fields, within a functional data analysis context. We consider a measurement framework where each random field among an identically distribute ...

2022

SPHARMA approximations for stationary functional time series on the sphere

Alessia Caponera

In this paper, we focus on isotropic and stationary sphere-cross-time random fields. We first introduce the class of spherical functional autoregressive-moving average processes (SPHARMA), which extend in a natural way the spherical functional autoregressi ...

2021