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A note on moving average models for Gaussian random fields

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Publication:1950715
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DOI10.1016/j.spl.2012.12.009zbMath1267.60055OpenAlexW2071001577MaRDI QIDQ1950715

Linda V. Hansen, Thordis L. Thorarinsdottir

Publication date: 13 May 2013

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

Full work available at URL: https://pure.au.dk/ws/files/52830181/math_csgb_2012_13.pdf


zbMATH Keywords

random fieldHausdorff dimensioncorrelation functionmoving averagepower kernel


Mathematics Subject Classification ID

Random fields (60G60)


Related Items (4)

Local scaling limits of Lévy driven fractional random fields ⋮ Hybrid simulation scheme for volatility modulated moving average fields ⋮ Power variations for fractional type infinitely divisible random fields ⋮ Gaussian Random Particles with Flexible Hausdorff Dimension




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