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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 , 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…