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