On permissible correlations for locally correlated stationary processes

DOI10.1016/0167-7152(94)00046-BzbMath0813.62077MaRDI QIDQ1344830

Rafe M. J. Donahue, Richard A. Davis, Peter J. Brockwell

Publication date: 22 February 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

spectral densityinteger latticespatial correlationmoving-average processMA(1)locally correlated processsecond- order stationary process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (1)

Power-law correlations and other models with long-range dependence on a lattice

Cites Work

• Spatial linear processes
• Statistical spatial series modelling
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