Needlet-Whittle Estimates on the Unit Sphere

Details Needlet-Whittle Estimates on the Unit Sphere Needlet-Whittle Estimates on the Unit Sphere

2012-02-07

arxiv.org/abs/1202.1399v1

Mathematics

Statistics Theory

Scientific paper

We study the asymptotic behaviour of needlets-based approximate maximum likelihood estimators for the spectral parameters of Gaussian and isotropic spherical random fields. We prove consistency and asymptotic Gaussianity, in the high-frequency limit, thus generalizing earlier results by Durastanti et al. (2011) based upon standard Fourier analysis on the sphere. The asymptotic results are then illustrated by an extensive Monte Carlo study.

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