The behavior of averaged periodograms and cross-periodograms of a broad class of nonstationary processes is studied. The processes include nonstationary ones that are fractional of any order, as well as asymptotically stationary fractional ones. The cross-periodogram can involve two...

Robinson and Marinucci (1998) investigated the asymptotic behaviour of a narrow-band semiparametric procedure termed Frequency Domain Least Squares (FDLS) in the broad context of fractional cointegration analysis. Here we restrict to the standard case when the data are I(1) and the cointegrating...

In this paper we provide some simple characterizations for the spherical harmonics coefficients of an isotropic random field on the sphere. The main result is a characterization of isotropic gaussian fields through independence of the coefficients of their development in spherical harmonics.

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...

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...

Strategic complementarities can lead to multiple Nash equilibria in macro-economic models. When this is the case of a decentralized economy, agents have to choose their strategy on the basis of the expected behaviour of other agents, but the concept of rational expectations is not a guide to...

In this article we consider polynomial cointegrating relationships between stationary processes with long range dependence. We express the regression functions in terms of Hermite polynomials and consider a form of spectral regression around frequency zero. For these estimates, we establish...

Let be a random field indexed by an Abelian compact group G, and suppose that has the form , where T is Gaussian and stationary. The aim of this paper is to establish high-frequency central limit theorems for the Fourier coefficients associated with . The proofs of our main results involve...

We consider the correlation structure of the random coefficients for a class of wavelet systems on the sphere (labelled Mexican needlets) which was recently introduced in the literature by [D. Geller, A. Mayeli, Nearly tight frames and space-frequency analysis on compact manifolds, Preprint,...

In this note, we investigate the behaviour of suprema for band-limited spherical random fields. We prove upper and lower bound for the expected values of these suprema, by means of metric entropy arguments and discrete approximations; we then exploit the Borell–TIS inequality to establish...