A solution to a linear integral equation with an application to
statistics of infinitely divisible moving averages
Scandinavian Journal of Statistics (Scand. J. Stat.), 2018
Abstract
For given measurable functions and a (weighted) -function on we study existence and uniqueness of a solution to the integral equation . Such integral equations arise in the study of infinitely divisible moving average random fields. As a consequence of our solution theory to the aforementioned equation, we can thus derive non-parametric estimators for the L\'{e}vy density of the underlying random measure.
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