We are glad to announce the following hybrid seminar:

Thursday, 21st October 2022
12:00, Room AS01 + Zoom
Bocconi University, Via Roentgen 1, floor -1

Speaker: Domenico Marinucci (Università di Roma Tor Vergata)

Title:  Asymptotics for Spherical Functional Autoregressions

Abstract: In this talk, we investigate a class of spherical functional autoregressive processes, and we discuss the estimation of the corresponding autoregressive kernels. In particular, we first establish a consistency result (in sup and mean-square norm), then a quantitative central limit theorem (in Wasserstein distance), and finally a weak convergence result, under more restrictive regularity conditions. We shall also hint at possible extensions, in particular nonparametric testing for stationarity, isotropy and Gaussianity.
Based on joint works with Alessia Caponera and Anna Vidotto.

Zoom information:
link: https://unibocconi-it.zoom.us/j/92683143026?pwd=Q3plSDVPRzAvcjhQUllBemNPVjVkQT09
Meeting ID: 926 8314 3026

Passcode: 123456

Best regards,
Giacomo Zanella