A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages

DOI10.1111/sjos.12553zbMath1496.62166arXiv1807.02003OpenAlexW3200770161MaRDI QIDQ5043798

Stefan Roth, Jochen Glück, Evgueni Spodarev

Publication date: 6 October 2022

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

Full work available at URL: https://arxiv.org/abs/1807.02003

zbMATH Keywords

inverse problemlinear integral equationLévy density\(L^2\)-error boundexistence of unique solutionFourier transform on the multiplicative group \(\mathbb{R} \setminus \{0\}\)Lévy-Kchintchin representationmoving average pure jump infinitely divisible random fieldnonparametric low-frequency estimation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields; image analysis (62M40) Density estimation (62G07) Stochastic integral equations (60H20)

Related Items (2)

On a linear functional for infinitely divisible moving average random fields ⋮ An inverse problem for infinitely divisible moving average random fields

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