Search Results - "Pham, Viet Son"

Lévy-driven causal CARMA random fields by Pham, Viet Son

“…We introduce Lévy-driven causal CARMA random fields on Rd, extending the class of CARMA processes. The definition is based on a system of stochastic partial…”
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Estimation of causal continuous‐time autoregressive moving average random fields by Klüppelberg, Claudia, Pham, Viet Son

“…We estimate model parameters of Lévy‐driven causal continuous‐time autoregressive moving average random fields by fitting the empirical variogram to the…”
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SARS-CoV-2 RNA loads in Vietnamese children by Thanh, Ton That, Nhan, Nguyen Thi Thanh, Anh, Nguyen To, Chung, Le Thanh, Duyen, Phan Thi Thuy, Chi, Le Thi Kim, Thu, Nguyen Thi Hoai, Hieu, Pham Thi, Van Phuc, Dinh, Son, Pham Viet, Anh, Dang Quang, Nam, Pham Thi, Thuc, Nguyen Tri, Hanh, Nguyen Thi, Thuy, Le Thi, Tram, Le Ly Thuy, Thanh, Le Kim, Ny, Nguyen Thi Han, Nhu, Le Nguyen Truc, Chau, Nguyen Van Vinh, Thwaites, Guy, Thanh, Tran Tan, Tan, Le Van

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Autocovariance varieties of moving average random fields by Améndola, Carlos, Pham, Viet Son

“…We study the autocovariance functions of moving average random fields over the integer lattice Zd from an algebraic perspective. These autocovariances are…”
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Volterra-type Ornstein-Uhlenbeck processes in space and time by Pham, Viet Son, Chong, Carsten

“…Stochastic Process. Appl., 128(9):3082-3117, 2018 We propose a novel class of tempo-spatial Ornstein-Uhlenbeck processes as solutions to L\'evy-driven Volterra…”
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L\'evy-driven causal CARMA random fields by Pham, Viet Son

“…We introduce L\'evy-driven causal CARMA random fields on $\mathbb{R}^d$, extending the class of CARMA processes. The definition is based on a system of…”
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Autocovariance Varieties of Moving Average Random Fields by Améndola, Carlos, Pham, Viet Son

“…We study the autocovariance functions of moving average random fields over the integer lattice $\mathbb{Z}^d$ from an algebraic perspective. These…”
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Estimation of causal CARMA random fields by Klüppelberg, Claudia, Pham, Viet Son

“…We estimate model parameters of L\'evy-driven causal CARMA random fields by fitting the empirical variogram to the theoretical counterpart using a weighted…”
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