activity
20162019
most citedVolterra-type Ornstein-Uhlenbeck processes in space and time

5 citations · 7 across the 3 of their papers we have counts for

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Showing 2019Show all

2 papers · 1 filter

math.ST2019

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…

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…