@misc{10481/91458,
year = {2024},
month = {1},
url = {https://hdl.handle.net/10481/91458},
abstract = {This paper addresses the estimation of the second-order structure of a manifold crosstime
random field (RF) displaying spatially varying Long Range Dependence (LRD),
adopting the functional time series framework introduced in Ruiz-Medina (Fract Calc
Appl Anal 25:1426–1458, 2022). Conditions for the asymptotic unbiasedness of the
integrated periodogram operator in the Hilbert–Schmidt operator norm are derived
beyond structural assumptions.Weak-consistent estimation of the long-memory operator
is achieved under a semiparametric functional spectral framework in the Gaussian
context. The case where the projected manifold process can display Short Range
Dependence (SRD) and LRD at different manifold scales is also analyzed. The performance
of both estimation procedures is illustrated in the simulation study, in the
context of multifractionally integrated spherical functional autoregressive–moving
average (SPHARMA(p,q)) processes.},
organization = {Projects MCIN/ AEI/PID2022-142900NBI00,
and CEX2020-001105-M MCIN/ AEI/10.13039/501100011033)},
publisher = {Springer Nature},
keywords = {Connected and compact two-point homogeneous spaces},
keywords = {Ibragimov contrast function},
keywords = {LRD multifractionally integrated functional time series},
title = {LRD spectral analysis ofmultifractional functional time series on manifolds},
doi = {10.1007/s11749-023-00913-7},
author = {Ovalle Muñoz, Diana Paola and Ruiz Medina, María Dolores},
}