A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages

Author:

Glück Jochen1,Roth Stefan1ORCID,Spodarev Evgeny1

Affiliation:

1. Ulm University Ulm Germany

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference21 articles.

1. Stationary infinitely divisible processes;Barndorff‐Nielsen O. E.;Brazilian Journal of Probability and Statistics,2011

2. Spatio‐temporal modeling based on Lévy processes, and its applications to turbulence;Barndorff‐Nielsen O. E.;Uspekhi Matematicheskikh Nauk,2004

3. Barndorff‐Nielsen O. E. &Schmiegel J.(2007).Ambit processes: With applications to turbulence and tumour growth.Proceedings of the Stochastic Analysis and Applications: Vol. 2 of Abel Symposium(pp. 93–124). Springer.

4. Nonparametric density estimation from observations with multiplicative measurement errors;Belomestny D.;Annales de l'Institut Henri Poincare (B) Probability and Statistics,2020

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