Aggregation of isotropic autoregressive fields

DOI10.1016/j.jspi.2011.06.003zbMath1236.62126arXiv1106.2674OpenAlexW2963303701MaRDI QIDQ719483

Frédéric Lavancier

Publication date: 10 October 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.2674

zbMATH Keywords

aggregationlong memoryrandom fieldslong range dependence

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES ⋮ Spatial long memory ⋮ On stationarity and second-order properties of bilinear random fields ⋮ Operator-scaling Gaussian random fields via aggregation ⋮ Aggregation of autoregressive random fields and anisotropic long-range dependence

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