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 and asymptotic normality.
Annalisa Buffa, Denise Grappein, Rafael Vazquez Hernandez, Ondine Gabrielle Chanon
Michael Christoph Gastpar, Marco Bondaschi
Victor Panaretos, Neda Mohammadi Jouzdani