### Abstract

^{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 language | English |
---|---|

Place of Publication | Aarhus |

Publisher | Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University |

Number of pages | 16 |

Publication status | Published - Jun 2018 |

Series | CSGB Research Reports |
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Number | 06 |

### Keywords

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

### Cite this

*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, No. 06

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**Central Limit Theorem for Mean and Variogram Estimators in Lévy–based Models.** / Rønn-Nielsen, Anders ; Jensen, Eva B. Vedel.

Research output: Working paper › Research

TY - UNPB

T1 - Central Limit Theorem for Mean and Variogram Estimators in Lévy–based Models

AU - Rønn-Nielsen, Anders

AU - Jensen, Eva B. Vedel

PY - 2018/6

Y1 - 2018/6

N2 - We consider an infinitely divisible random field in Rd given as an integral of akernel function with respect to a Lévy basis. Under mild regularity conditionswe derive central limit theorems for the moment estimators of the mean andthe variogram of the field.

AB - We consider an infinitely divisible random field in Rd given as an integral of akernel function with respect to a Lévy basis. Under mild regularity conditionswe derive central limit theorems for the moment estimators of the mean andthe variogram of the field.

KW - Central limit theorem

KW - Infinite divisibility

KW - Lévy-based modelling

KW - Central limit theorem

KW - Infinite divisibility

KW - Lévy-based modelling

M3 - Working paper

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

PB - Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University

CY - Aarhus

ER -