Central limit theorem for mean and variogram estimators in Lévy–based models
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Applied Probability"
DOI: 10.1017/jpr.2019.14
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… read more here.
Keywords: variogram estimators; mean variogram; central limit; theorem mean ... See more keywords