On Lamperti transformation and AR(1) type characterisations of discrete random fields

DOI10.1090/tpms/1222MaRDI QIDQ6633977

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Publication date: 6 November 2024

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

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Mathematics Subject Classification ID

Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)

Cites Work

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• Operator scaling stable random fields
• Parameter estimation for fractional Ornstein-Uhlenbeck processes
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• On fractional Ornstein-Uhlenbeck processes
• Semi-Stable Stochastic Processes
• Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation
• Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments
• Example of a Gaussian Self-Similar Field With Stationary Rectangular Increments That Is Not a Fractional Brownian Sheet
• Self-Similarity and Lamperti Transformation for Random Fields

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