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We prove a multivariate CLT for skewness and kurtosis of the wavelets coefficients of a stationary field on the torus. The results are in the framework of the fixed-domain asymptotics, i.e. we refer to observations of a single field which is sampled at higher and higher frequencies. We consider...
Persistent link: https://www.econbiz.de/10005153131
The construction of adaptive nonparametric procedures by means of wavelet thresholding techniques is now a classical topic in modern mathematical statistics. In this paper, we extend this framework to the analysis of nonparametric regression on sections of spin fiber bundles defined on the...
Persistent link: https://www.econbiz.de/10009292530
We characterize the angular polyspectra, of arbitrary order, associated with isotropic fields defined on the sphere S2={(x,y,z):x2+y2+z2=1}. Our techniques rely heavily on group representation theory, and specifically on the properties of Wigner matrices and Clebsch-Gordan coefficients. The...
Persistent link: https://www.econbiz.de/10008521083
In Giraitis, Robinson, and Samarov (1997), we have shown that the optimal rate for memory parameter estimators in semiparametric long memory models with degree of "local smoothness" [beta] is n-r([beta]), r([beta])=[beta]/(2[beta]+1), and that a log-periodogram regression estimator (a modified...
Persistent link: https://www.econbiz.de/10005199544