An inverse problem for infinitely divisible moving average random fields
| Autor: | Roth, Stefan |
|---|---|
| Přispěvatelé: | Spodarev, Evgeny, Lindner, Alexander |
| Jazyk: | angličtina |
| Rok vydání: | 2019 |
| Předmět: |
stationary random field
Lévy process Central limit theorem Gleitender Durchschnitt Fourier transformations Lévy density non-parametric low frequency estimation infinitely divisible random measure Lineare Integralgleichung Fourier-Transformation Lévy processes Moving average random field Fourier transform Lévy-Kchintchin representation DDC 510 / Mathematics linear integral equation Random fields Lévy-Prozess ddc:510 Random measures |
| DOI: | 10.18725/oparu-15632 |
| Popis: | Given a low frequency sample of an infinitely divisible moving average random field, we study the problem of nonparametric estimation of the Lévy-characteristics of the underlying infinitely divisible integrator random measure. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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