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- W3160656272 abstract "Abstract In this paper, we focus on isotropic and stationary sphere-cross-time random fields. We first introduce the class of spherical functional autoregressive-moving average processes (SPHARMA), which extend in a natural way the spherical functional autoregressions (SPHAR) recently studied in Caponera and Marinucci (Ann Stat 49(1):346–369, 2021) and Caponera et al. (Stoch Process Appl 137:167–199, 2021); more importantly, we then show that SPHAR and SPHARMA processes of sufficiently large order can be exploited to approximate every isotropic and stationary sphere-cross-time random field, thus generalizing to this infinite-dimensional framework some classical results on real-valued stationary processes. Further characterizations in terms of functional spectral representation theorems and Wold-like decompositions are also established." @default.
- W3160656272 created "2021-05-24" @default.
- W3160656272 creator A5045942131 @default.
- W3160656272 date "2021-05-12" @default.
- W3160656272 modified "2023-09-30" @default.
- W3160656272 title "SPHARMA approximations for stationary functional time series on the sphere" @default.
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- W3160656272 doi "https://doi.org/10.1007/s11203-021-09244-6" @default.
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