On a linear functional for infinitely divisible moving average random fields
Probability
2019-12-23 v2 Statistics Theory
Statistics Theory
Abstract
Given a low-frequency sample of the infinitely divisible moving average random field , in [13] we proposed an estimator for the function , with and being the L\'{e}vy density of the integrator random measure . In this paper, we study asymptotic properties of the linear functional , if the (known) kernel function has a compact support. We provide conditions that ensure consistency (in mean) and prove a central limit theorem for it.
Cite
@article{arxiv.1810.09013,
title = {On a linear functional for infinitely divisible moving average random fields},
author = {Stefan Roth},
journal= {arXiv preprint arXiv:1810.09013},
year = {2019}
}
Comments
Published at https://doi.org/10.15559/19-VMSTA143 in the Modern Stochastics: Theory and Applications (https://vmsta.org/) by VTeX (http://www.vtex.lt/)