5 citations · 7 across the 3 of their papers we have counts for
4 papers
Autocovariance Varieties of Moving Average Random Fields
Carlos Améndola, Viet Son Pham
We study the autocovariance functions of moving average random fields over the integer lattice from an algebraic perspective. These autocovariances are parametrized…
Estimation of causal CARMA random fields
Claudia Klüppelberg, Viet Son Pham
We estimate model parameters of Lévy-driven causal CARMA random fields by fitting the empirical variogram to the theoretical counterpart using a weighted least squares (WLS) approa…
Lévy-driven causal CARMA random fields
Viet Son Pham
We introduce Lévy-driven causal CARMA random fields on , extending the class of CARMA processes. The definition is based on a system of stochastic partial differentia…
Volterra-type Ornstein-Uhlenbeck processes in space and time
Viet Son Pham, Carsten Chong
We propose a novel class of tempo-spatial Ornstein-Uhlenbeck processes as solutions to Lévy-driven Volterra equations with additive noise and multiplicative drift. After formulatin…