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Central limit theorem for mean and variogram estimators in Lévy-based models

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We consider an infinitely divisible random field in ., d given as an integral of a kernel function with respect to a Lévy basis. Under mild regularity conditions, we derive central limit theorems for the moment estimators of the mean and the variogram of the field.

OriginalsprogEngelsk
TidsskriftJournal of Applied Probability
Vol/bind56
Nummer1
Sider (fra-til)209-222
Antal sider14
ISSN0021-9002
DOI
StatusUdgivet - mar. 2019

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