On LSE in regression model for long-range dependent random fields on spheres

Anh, Vo; Olenko, Andriy; Vaskovych, Volodymyr

doi:10.1080/02331888.2019.1624757

On LSE in regression model for long-range dependent random fields on spheres

journal contribution

posted on 2025-03-05, 03:18 authored by Vo Anh, Andriy OlenkoAndriy Olenko, Volodymyr Vaskovych

We study the asymptotic behaviour of least squares estimators (LSE) in regression models for long-range dependent random fields observed on spheres. The LSE can be given as a weighted functional of long-range dependent random fields. It is known that in this scenario the limits can be non-Gaussian. We derive the limit distribution and the corresponding rate of convergence for the estimators. The results were obtained under rather general assumptions on the random fields. Simulation studies were conducted to support theoretical findings.

Funding

This research was partially supported under the Australian Research Council's Discovery Project DP160101366.

History

Publication Date

2019-10-01

Journal

Statistics

Volume

53

Issue

5

Pagination

21p. (p. 1131-1151)

Publisher

Taylor & Francis

ISSN

0233-1888

Rights Statement

© 2019 Informa UK Limited, trading as Taylor & Francis Group This is an Accepted Manuscript version of the following article, accepted for publication in Statistics. Anh, V., Olenko, A., & Vaskovych, V. (2019). On LSE in regression model for long-range dependent random fields on spheres. Statistics, 53(5), 1131–1151. https://doi.org/10.1080/02331888.2019.1624757. It is deposited under the terms of the Creative Commons Attribution-NonCommercial-NoDerivatives License (http://creativecommons.org/licenses/by-nc-nd/4.0/), which permits non-commercial re-use, distribution, and reproduction in any medium, provided the original work is properly cited, and is not altered, transformed, or built upon in any way.