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.
| Original language | English |
|---|---|
| Journal | Journal of Applied Probability |
| Volume | 56 |
| Issue number | 1 |
| Pages (from-to) | 209–222 |
| Number of pages | 14 |
| ISSN | 0021-9002 |
| DOIs | |
| Publication status | Published - Mar 2019 |
Keywords
- Central limit theorem
- Infinite divisibility
- Lévy-based modelling
Cite this
Rønn-Nielsen, A., & Jensen, E. B. V. (2019). Central Limit Theorem for Mean and Variogram Estimators in Lévy–based Models. Journal of Applied Probability, 56(1), 209–222. https://doi.org/10.1017/jpr.2019.14