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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… Click to show full abstract
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.
Keywords:
variogram estimators;
mean variogram;
central limit;
theorem mean;
limit theorem
Journal Title: Journal of Applied Probability
Year Published: 2019
Link to full text (if available)
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Journal Title: Journal of Applied Probability
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!