On a linear functional for infinitely divisible moving average random fields

Abstract: Given a low-frequency sample of the infinitely divisible moving average random field

i n t_{m a t h b b R^{d}} f (t - x) L a m b d a (d x), t i n m a t h b b R^{d}

, in [13] we proposed an estimator

h a t u v_{0}

for the function

m a t h b b R i x m a p s t o u (x) v_{0} (x) = (u v_{0}) (x)

, with

u (x) = x

and

v_{0}

being the L'{e}vy density of the integrator random measure

L a m b d a

. In this paper, we study asymptotic properties of the linear functional

L^{2} (m a t h b b R) i v m a p s t o l e f t l a n g l e v, h a t u v_{0} i g h t a n g l e_{L^{2} (m a t h b b R)}

, if the (known) kernel function

f

has a compact support. We provide conditions that ensure consistency (in mean) and prove a central limit theorem for it.

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