61 citations · 96 across the 31 of their papers we have counts for
Showing 2017 · math.STShow all
2 papers · 2 filters
math.ST2017
Nonparametric estimation of the kernel function of symmetric stable moving average random functions
Jürgen Kampf, Georgiy Shevchenko, Evgeny Spodarev
We estimate the kernel function of a symmetric alpha stable () moving average random function which is observed on a regular grid of points. The proposed estimator relies on t…
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 with a known simple function , w…