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=Q3plSDVPRzAvcjhQUllBemNPVjVk... Meeting ID: 926 8314 3026 Passcode: 123456
Best regards, Giacomo Zanella
ERRATA CORRIGE, apologies for the duplicate email. The previous email said "Thursday 21st October", while it should have been "Friday, 21st October". Below the correct announcement. Best regards, Giacomo Zanella
We are glad to announce the following hybrid seminar:
*Friday*, 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=Q3plSDVPRzAvcjhQUllBemNPVjVk... Meeting ID: 926 8314 3026 Passcode: 123456
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Giacomo Zanella