we are pleased to announce the following seminar at the Department of Statistical Sciences, Sapienza University.
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Speaker: Nikolai Leonenko, Cardiff University (UK)
Title: Limit theorems for supCAR random fields
When: Monday, September 22, 10:00
Where: p.le A. Moro, 5, building CU002, room 24 (fourth floor)
Online: at the following
link
Abstract: The
paper introduces a new class of random fields, supCAR fields, which are
constructed as superpositions of continuous autoregressive random fields. These
supCAR fields possess infinitely divisible marginal distributions. Their
second-order properties are characterised by a novel family of covariance
functions which can exhibit short- and long-range spatial dependencies. First,
the existence of such fields is examined. Then, functional limit theorems for
supCAR fields are derived under general assumptions. Four limiting scenarios
that depend on the marginals of the underlying autoregressive fields and the
specifications of the superposition are identified. Examples of specific supCAR
fields, for which the assumptions and results are provided in simple, explicit
forms, are presented. The obtained limit theorems can be employed for the
statistical inference of supCAR fields.
These are joint
results with Illia Donhauzer (Kyushu University, Japan) and Andriy Olenko (La Trobe University, Melbourne,
Australia)
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Best regards, Luisa Beghin