Central Limit Theorem for Mean and Variogram Estimators in Lévy–based Models

Anders Rønn-Nielsen, Eva B. Vedel Jensen

Publikation: Working paperForskning

Abstrakt

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.
OriginalsprogEngelsk
Udgivelses stedAarhus
UdgiverCentre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University
Antal sider16
StatusUdgivet - jun. 2018
NavnCSGB Research Reports
Nummer06

Emneord

  • Central limit theorem
  • Infinite divisibility
  • Lévy-based modelling

Citationsformater

Rønn-Nielsen, A., & Jensen, E. B. V. (2018). Central Limit Theorem for Mean and Variogram Estimators in Lévy–based Models. Aarhus: Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University. CSGB Research Reports, Nr. 06