Abstract
Original language | English |
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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
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Central Limit Theorem for Mean and Variogram Estimators in Lévy–based Models. / Rønn-Nielsen, Anders ; Jensen, Eva B. Vedel.
In: Journal of Applied Probability, Vol. 56, No. 1, 03.2019, p. 209–222.Research output: Contribution to journal › Journal article › Research › peer-review
TY - JOUR
T1 - Central Limit Theorem for Mean and Variogram Estimators in Lévy–based Models
AU - Rønn-Nielsen, Anders
AU - Jensen, Eva B. Vedel
PY - 2019/3
Y1 - 2019/3
N2 - 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.
AB - 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.
KW - Central limit theorem
KW - Infinite divisibility
KW - Lévy-based modelling
KW - Central limit theorem
KW - Infinite divisibility
KW - Lévy-based modelling
UR - https://sfx-45cbs.hosted.exlibrisgroup.com/45cbs?url_ver=Z39.88-2004&url_ctx_fmt=info:ofi/fmt:kev:mtx:ctx&ctx_enc=info:ofi/enc:UTF-8&ctx_ver=Z39.88-2004&rfr_id=info:sid/sfxit.com:azlist&sfx.ignore_date_threshold=1&rft.object_id=954921347249&rft.object_portfolio_id=&svc.holdings=yes&svc.fulltext=yes
U2 - 10.1017/jpr.2019.14
DO - 10.1017/jpr.2019.14
M3 - Journal article
VL - 56
SP - 209
EP - 222
JO - Journal of Applied Probability
JF - Journal of Applied Probability
SN - 0021-9002
IS - 1
ER -