4 papers
On a linear functional for infinitely divisible moving average random fields
Stefan Roth
Given a low-frequency sample of the infinitely divisible moving average random field , in [13] we proposed an estimator $\hat…
A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages
Jochen Glück, Stefan Roth, Evgeny Spodarev
For a stationary moving average random field, a non-parametric low frequency estimator of the Lévy density of its infinitely divisible independently scattered integrator measure is…
An Inverse Problem for Infinitely Divisible Moving Average Random Fields
Wolfgang Karcher, Stefan Roth, Evgeny Spodarev +1
Given a low frequency sample of an infinitely divisible moving average random field with a known simple function , w…
Extrapolation of Stationary Random Fields
Evgeny Spodarev, Elena Shmileva, Stefan Roth
We introduce basic statistical methods for the extrapolation of stationary random fields. For square integrable fields, we set out basics of the kriging extrapolation techniques. F…