Gegenbauer random fields

DOI10.1515/rose-2014-0001zbMath1354.60041OpenAlexW2323976900MaRDI QIDQ5402779

Rosa M. Espejo, Nikolai N. Leonenko, María D. Ruiz-Medina

Publication date: 17 March 2014

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2014-0001

zbMATH Keywords

Gegenbauer polynomialsautocorrelation functionspectral densityautoregressive time series modelsHilbert-valued processesspatial long range dependence

Mathematics Subject Classification ID

Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Generalized stochastic processes (60G20) Time series analysis of dynamical systems (37M10)

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