Estimation of causal continuous‐time autoregressive moving average random fields

DOI10.1111/sjos.12444zbMath1467.62146OpenAlexW3002770250MaRDI QIDQ4994809

Viet Son Pham, Claudia Klüppelberg

Publication date: 22 June 2021

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

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

zbMATH Keywords

asymptotic propertiesvariogramsemiparametric estimationweighted least squarescosmic microwave backgroundLévy basisCARMA random fields

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

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