无限可分移动平均随机场的线性泛函

IF 0.7 Q3 STATISTICS & PROBABILITY
Stefan Roth
{"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}
引用次数: 0

摘要

给定无限可分移动平均随机场$\{\int_{\mathbb{R}^d}f(t-x)\Lambda (dx), t\in \mathbb{R}^d\}$的一个低频样本,在[13]中,我们对函数$\mathbb{R}\ni x\mapsto u(x)v_0(x)=(uv_0)(x)$提出了一个估计量$\hat{uv_0}$,其中$u(x)=x$和$v_0$是积分器随机测度$\Lambda$的lsamvy密度。本文研究了(已知)核函数$f$具有紧支持的线性泛函$L^2(\mathbb{R})\ni v\mapsto \left \langle v,\hat{uv_0}\right \rangle_{L^2(\mathbb{R})}$的渐近性质。我们给出了保证一致性(均值)的条件,并证明了它的中心极限定理。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Modern Stochastics-Theory and Applications
Modern Stochastics-Theory and Applications STATISTICS & PROBABILITY-
CiteScore
1.30
自引率
50.00%
发文量
0
审稿时长
10 weeks
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信