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Central limit theorem for mean and variogram estimators in Lévy–based models
Published online by Cambridge University Press: 12 July 2019
Abstract
We consider an infinitely divisible random field in ℝd 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.
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- © Applied Probability Trust 2019
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