Central Limit Theorems for Moving Average Random Fields with Non-Random and Random Sampling On Lattices

Abstract: For a L'evy basis

L

on

m a t h b b R^{d}

and a suitable kernel function

f : m a t h b b R^{d} o m a t h b b R

, consider the continuous spatial moving average field

X = (X_{t})_{t i n m a t h b b R^{d}}

defined by

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

. Based on observations on finite subsets

G a m m a_{n}

of

m a t h b b Z^{d}

, we obtain central limit theorems for the sample mean and the sample autocovariance function of this process. We allow sequences

(G a m m a_{n})

of deterministic subsets of

m a t h b b Z^{d}

and of random subsets of

m a t h b b Z^{d}

. The results generalise existing results for time indexed stochastic processes (i.e.

d = 1

) to random fields with arbitrary spatial dimension

d

, and additionally allow for random sampling. The results are applied to obtain a consistent and asymptotically normal estimator of

m u > 0

in the stochastic partial differential equation

(m u - D e l t a) X = d L

in dimension 3, where

L

is L'evy noise.

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