Central limit theorem for mean and variogram estimators in Lévy–based models
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Publication:4968519
DOI10.1017/jpr.2019.14zbMath1418.60017OpenAlexW2943262369MaRDI QIDQ4968519
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
Related Items (4)
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 ⋮ Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure
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