most citedEstimation of causal CARMA random fields

2 citations · 2 across the 1 of their papers we have counts for

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2 papers

math.ST2019★ 2 cited

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…

math.PR2018

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…