{"title":"无限可分移动平均随机场的线性泛函","authors":"Stefan Roth","doi":"10.15559/19-VMSTA143","DOIUrl":null,"url":null,"abstract":"Given a low-frequency sample of the infinitely divisible moving average random field $\\{\\int_{\\mathbb{R}^d}f(t-x)\\Lambda (dx), t\\in \\mathbb{R}^d\\}$, in [13] we proposed an estimator $\\hat{uv_0}$ for the function $\\mathbb{R}\\ni x\\mapsto u(x)v_0(x)=(uv_0)(x)$, with $u(x)=x$ and $v_0$ being the L\\'{e}vy density of the integrator random measure $\\Lambda$. In this paper, we study asymptotic properties of the linear functional $L^2(\\mathbb{R})\\ni v\\mapsto \\left \\langle v,\\hat{uv_0}\\right \\rangle_{L^2(\\mathbb{R})}$, if the (known) kernel function $f$ has a compact support. We provide conditions that ensure consistency (in mean) and prove a central limit theorem for it.","PeriodicalId":42685,"journal":{"name":"Modern Stochastics-Theory and Applications","volume":"90 1","pages":""},"PeriodicalIF":0.7000,"publicationDate":"2018-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On a linear functional for infinitely divisible moving average random fields\",\"authors\":\"Stefan Roth\",\"doi\":\"10.15559/19-VMSTA143\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Given a low-frequency sample of the infinitely divisible moving average random field $\\\\{\\\\int_{\\\\mathbb{R}^d}f(t-x)\\\\Lambda (dx), t\\\\in \\\\mathbb{R}^d\\\\}$, in [13] we proposed an estimator $\\\\hat{uv_0}$ for the function $\\\\mathbb{R}\\\\ni x\\\\mapsto u(x)v_0(x)=(uv_0)(x)$, with $u(x)=x$ and $v_0$ being the L\\\\'{e}vy density of the integrator random measure $\\\\Lambda$. In this paper, we study asymptotic properties of the linear functional $L^2(\\\\mathbb{R})\\\\ni v\\\\mapsto \\\\left \\\\langle v,\\\\hat{uv_0}\\\\right \\\\rangle_{L^2(\\\\mathbb{R})}$, if the (known) kernel function $f$ has a compact support. We provide conditions that ensure consistency (in mean) and prove a central limit theorem for it.\",\"PeriodicalId\":42685,\"journal\":{\"name\":\"Modern Stochastics-Theory and Applications\",\"volume\":\"90 1\",\"pages\":\"\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2018-10-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Modern Stochastics-Theory and Applications\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15559/19-VMSTA143\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Modern Stochastics-Theory and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15559/19-VMSTA143","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
On a linear functional for infinitely divisible moving average random fields
Given a low-frequency sample of the infinitely divisible moving average random field $\{\int_{\mathbb{R}^d}f(t-x)\Lambda (dx), t\in \mathbb{R}^d\}$, in [13] we proposed an estimator $\hat{uv_0}$ for the function $\mathbb{R}\ni x\mapsto u(x)v_0(x)=(uv_0)(x)$, with $u(x)=x$ and $v_0$ being the L\'{e}vy density of the integrator random measure $\Lambda$. In this paper, we study asymptotic properties of the linear functional $L^2(\mathbb{R})\ni v\mapsto \left \langle v,\hat{uv_0}\right \rangle_{L^2(\mathbb{R})}$, if the (known) kernel function $f$ has a compact support. We provide conditions that ensure consistency (in mean) and prove a central limit theorem for it.