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01/02/2023
Mixed moving average field guided learning for spatio-temporal data
Influenced mixed moving average fields are a versatile modeling class fo...
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07/21/2020
Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields
We obtain central limit theorems for stationary random fields which are ...
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07/01/2020
Inheritance of strong mixing and weak dependence under renewal sampling
Let X be a continuous-time strongly mixing or weakly dependent process a...
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07/16/2018
Weak dependence and GMM estimation of supOU and mixed moving average processes
We consider a mixed moving average (MMA) process X driven by a Lévy basi...
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04/06/2018