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On LSE in regression model for long-range dependent random fields on spheres |
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| Authors: | Vo Anh Volodymyr Vaskovych |
| Institution: | 1. School of Mathematical Sciences, Queensland University of Technology, Brisbane, Australia;2. Faculty of Science, Engineering and Technology, Swinburne University of Technology, Victoria, Australia;3. Department of Mathematics and Statistics, La Trobe University, Melbourne, Australia |
| Abstract: | 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. |
| Keywords: | Spatial regression LSE long-range dependence non-central limit theorems Hermite-type distribution |