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

Abstract
For a stationary moving average random field, a non-parametric low frequency estimator of the L\évy density of its infinitely divisible independently scattered integrator measure is given. The plug-in estimate is based on the solution of the linear integral equation , where are given measurable functions and is a (weighted) -function on . We investigate conditions for the existence and uniqueness of this solution and give -error bounds for the resulting estimates. An application to pure jump moving averages and a simulation study round off the paper.
View on arXivComments on this paper