Estimation of causal continuous-time autoregressive moving average random fields

DOI10.1111/SJOS.12444MaRDI QIDQ4994809zbMATH OpenOpenAlexFDO

Authors Claudia Klüppelberg, Viet Son Pham

Publication date 22 June 2021

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1111/sjos.12444

zbMATH Keywords

asymptotic propertiesCARMA random fieldscosmic microwave backgroundLévy basissemiparametric estimationvariogramweighted least squares

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to physics (62P35) Radiative transfer in astronomy and astrophysics (85A25)

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Cited in

(2)

• Lévy-driven causal CARMA random fields
• Semi-Lévy-driven CARMA process: estimation and prediction

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