Introduction of General Distributions on Sphere and Torus in View of Time Series Spectra
DOI:
https://doi.org/10.6092/issn.1973-2201/18524Keywords:
Distributions on sphere and torus, Time series spectra, AR, ARMA models, Model selectionAbstract
There are various fields where observations are taken on directions in three dimensions, e.g., sphere and torus. Herewe will introduce a very general family of distributions on sphere and torus by use of time series spectra, which includes a lot of proposed classical one as special cases. Because time series spectra can be described by a lot of famous parametric models, e.g., AR, ARMA etc., we can develop the systematic model selection in this field by use of AIC, BIC, etc. Applications are very wide.
References
P. J. BROCKWELL, R. A. DAVIS (1991). Time Series: Theory and Methods. Springer, New York.
J. J. FERNÁNDEZ-DURÁN, M. M. GREGORIO-DOMÍNGUEZ (2014). Modeling angles in proteins and circular genomes using multivariate angular distributions based on multiple nonnegative trigonometric sums. Statistical applications in genetics and molecular biology, 13, no. 1, pp. 1–18.
E. J. HANNAN (1970). Multiple Time Series. Wiley, New York.
S. KATO, P. MCCULLAGH (2020). Some properties of a Cauchy family on the sphere derived from the Möbius transformations. Bernoulli, 26, no. 4, pp. 3224–3248.
S. KATO, A. PEWSEY (2015). A Möbius transformation–introduced distribution on the torus. Biometrika, 102, no. 2, pp. 359–370.
J. T. KENT (1982). The Fisher-Bingham distribution on the sphere. Journal of the Royal Statistical Society B, 44, no. 1, pp. 71–80.
E. L. LEHMANN, J. P. ROMANO, G. CASELLA (1986). Testing Statistical Hypotheses, vol. 3. Springer, New York.
K. V.MARDIA (1975). Statistics of directional data (with discussion). Journal of the Royal Statistal Society B, 37, pp. 349–393.
K. V. MARDIA, P. E. JUPP (2000). Directional Statistics. Wiley, New York.
H. SINGH, V. HINZDO, E. DEMCHUK (2002). Probablistic model for two dependent circular variables. Biometrika, 89, no. 3, pp. 719–723.
M. TANIGUCHI, Y. KAKIZAWA (2000). Asymptotic Theory of Statistical Inference for Time Series. Springer, New York.
M. TANIGUCHI, S. KATO, H.OGATA, A. PEWSEY (2020). Models for circular data from time series spectra. Journal of Time Series Analysis, 41, pp. 808–829.
Downloads
Published
How to Cite
Issue
Section
License
Copyright (c) 2023 Statistica
This work is licensed under a Creative Commons Attribution 4.0 International License.