Correlation and spectral theory for periodically correlated random fields indexed on \(\mathbb Z^{2}\)

DOI10.1016/j.jmva.2004.04.010zbMath1053.60050OpenAlexW2071992093MaRDI QIDQ1882947

Jamshid Farshidi, Gopinath Kallianpur, Harry L. Hurd

Publication date: 1 October 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.04.010

zbMATH Keywords

predictionspectral theoryharmonizable processesperiodically correlated processesWold decomposition

Mathematics Subject Classification ID

Random fields (60G60) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (5)

On infinite dimensional periodically correlated random fields: spectrum and evolutionary spectra ⋮ On the asymptotic behavior of the periodograms of periodically correlated spatial processes: Periodicity detection ⋮ Hilbertian spatial periodically correlated first order autoregressive models ⋮ Multi-scale invariant fields: estimation and prediction ⋮ Spectrum of periodically correlated fields

Cites Work

• On the prediction theory of two-parameter stationary random fields
• Almost periodically unitary stochastic processes
• Spectral estimation for strongly periodically correlated random fields defined on \(\mathbb R^2\)
• A unified texture model based on a 2-D Wold-like decomposition
• Oscillation Function of a Multiparameter Gaussian Process
• Floquet theory for partial differential equations
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