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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.

Original languageEnglish
JournalJournal of Applied Probability
Pages (from-to)209-222
Number of pages14
Publication statusPublished - Mar 2019

    Research areas

  • Central limit theorem, infinite divisibility, Lévy-based modelling

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