Stefan Roth

collaborators

3 papers

math.PR2018

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 ${\int_{R^{d}} f (t - x) Λ (d x), t \in R^{d}}$ , in [13] we proposed an estimator $\hat…

math.ST2018

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…

math.ST2017

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 ${\int_{R^{d}} f (x - t) Λ (d x); t \in R^{d}}$ with a known simple function $f$ , w…