Central limit theorem for mean and variogram estimators in Lévy–based models

DOI10.1017/JPR.2019.14zbMATH Open1418.60017OpenAlexW2943262369MaRDI QIDQ4968519FDOQ4968519

Authors: Anders Rønn-Nielsen, Eva B. Vedel Jensen 

Publication date: 15 July 2019

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/jpr.2019.14

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zbMATH Keywords

central limit theoreminfinite divisibilityLévy-based modelling

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05)

Cites Work

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• Spectral representations of infinitely divisible processes
• Excursion sets of three classes of stable random fields
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• Distributions of subadditive functionals of sample paths of infinitely divisible processes
• High level excursion set geometry for non-Gaussian infinitely divisible random fields
• Asymptotic Behaviour of an Empirical Nearest-Neighbour Distance Function for Stationary Poisson Cluster Processes
• A central limit theorem for stationary random fields
• Lévy-based Cox point processes
• Lévy-based spatial-temporal modelling, with applications to turbulence
• Lévy-based growth models
• Estimation of sample spacing in stochastic processes
• Non-Uniform Bounds for the Error in the Central Limit Theorem for Random Fields Generated by Functions of Independent Random Variables
• Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure
• Lévy-based modelling in brain imaging
• Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure

Cited In (6)

• Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction
• Extreme value theory for spatial random fields -- with application to a Lévy-driven field
• Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure
• An inverse problem for infinitely divisible moving average random fields
• Power variations for fractional type infinitely divisible random fields
• Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure

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