Aggregation of autoregressive random fields and anisotropic long-range dependence (Q726745): Difference between revisions

The paper attempts a systematic study of anisotropic distributional long-range dependence, by exhibiting some natural classes of random fields whose partial sums tend to the operator scaling random field.

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reviewed by

Nikolai N. Leonenko

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zbMATH Keywords

autoregressive random fields

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anisotropic long-range dependence

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lattice Green function

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operator scaling random field

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scaling transition

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$\alpha$-stable mixed moving average

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describes a project that uses

longmemo

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MaRDI profile type

MaRDI publication profile

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cites work

Stratified structure of the Universe and Burgers' equation -- a probabilistic approach

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Possible long-range dependence in fractional random fields.

0 references

Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields

0 references

Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field)

0 references

Long-Memory Processes

0 references

Asymptotic inference for near unit roots in spatial autoregression

0 references

Operator scaling stable random fields

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Q3607562

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EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS

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Q4410074

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Gaussian and their subordinates self-similar random generalized fields

0 references

Non-central limit theorems for non-linear functional of Gaussian fields

0 references

The on-off network traffic model under intermediate scaling

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Q4407598

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Asymptotics of weighted empirical processes of linear fields with long-range dependence

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Q2778406

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Q5512461

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A Poisson bridge between fractional Brownian motion and stable Lévy motion

0 references

Convergence of scaled renewal processes and a packet arrival model

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Q3399435

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ARCH(∞) Models and Long Memory Properties

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AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS

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Long memory relationships and the aggregation of dynamic models

0 references

Local Whittle estimator for anisotropic random fields

0 references

Tail probabilities for infinite series of regularly varying random vectors

0 references

Stability of random coefficient ARCH models and aggregation schemes

0 references

Semi-Stable Stochastic Processes

0 references

Invariance principles for non-isotropic long memory random fields

0 references

Aggregation of isotropic autoregressive fields

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Tauberian and Abelian theorems for long-range dependent random fields

0 references

Q4242038

0 references

Fractional elliptic, hyperbolic and parabolic random fields

0 references

Is network traffic approximated by stable Lévy motion or fractional Brownian motion?

0 references

Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results

0 references

CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES

0 references

Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes

0 references

Aggregation of random-coefficient AR(1) process with infinite variance and common innovations

0 references

Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations

0 references

Scaling transition for long-range dependent Gaussian random fields

0 references

Q4301585

0 references

Q3662382

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Stable mixed moving averages

0 references

Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$

0 references

Contemporaneous aggregation of linear dynamic models in large economies

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Aggregation and memory of models of changing volatility

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Identifiers

zbMATH Open document ID

1356.60082

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DOI

10.3150/15-BEJ733

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:726745

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2209
@@ Property / arXiv ID: 1303.2209 / rank @@
+Normal rank
@@ Property / cites work @@
+Stratified structure of the Universe and Burgers' equation -- a probabilistic approach
+Normal rank
@@ Property / cites work @@
+Possible long-range dependence in fractional random fields.
+Normal rank
@@ Property / cites work @@
+Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields
+Normal rank
@@ Property / cites work @@
+Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field)
+Normal rank
@@ Property / cites work @@
+Long-Memory Processes
@@ Property / cites work: Long-Memory Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic inference for near unit roots in spatial autoregression
+Normal rank
@@ Property / cites work @@
+Operator scaling stable random fields
@@ Property / cites work: Operator scaling stable random fields / rank @@
+Normal rank
@@ Property / cites work @@
+Q3607562
@@ Property / cites work: Q3607562 / rank @@
+Normal rank
@@ Property / cites work @@
+EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS
+Normal rank
@@ Property / cites work @@
+Q4410074
@@ Property / cites work: Q4410074 / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian and their subordinates self-similar random generalized fields
+Normal rank
@@ Property / cites work @@
+Non-central limit theorems for non-linear functional of Gaussian fields
+Normal rank
@@ Property / cites work @@
+The on-off network traffic model under intermediate scaling
+Normal rank
@@ Property / cites work @@
+Q4407598
@@ Property / cites work: Q4407598 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of weighted empirical processes of linear fields with long-range dependence
+Normal rank
@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5512461
@@ Property / cites work: Q5512461 / rank @@
+Normal rank
@@ Property / cites work @@
+A Poisson bridge between fractional Brownian motion and stable Lévy motion
+Normal rank
@@ Property / cites work @@
+Convergence of scaled renewal processes and a packet arrival model
+Normal rank
@@ Property / cites work @@
+Q3399435
@@ Property / cites work: Q3399435 / rank @@
+Normal rank
@@ Property / cites work @@
+ARCH(∞) Models and Long Memory Properties
@@ Property / cites work: ARCH(∞) Models and Long Memory Properties / rank @@
+Normal rank
@@ Property / cites work @@
+AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS
+Normal rank
@@ Property / cites work @@
+Long memory relationships and the aggregation of dynamic models
+Normal rank
@@ Property / cites work @@
+Local Whittle estimator for anisotropic random fields
+Normal rank
@@ Property / cites work @@
+Tail probabilities for infinite series of regularly varying random vectors
+Normal rank
@@ Property / cites work @@
+Stability of random coefficient ARCH models and aggregation schemes
+Normal rank
@@ Property / cites work @@
+Semi-Stable Stochastic Processes
@@ Property / cites work: Semi-Stable Stochastic Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Invariance principles for non-isotropic long memory random fields
+Normal rank
@@ Property / cites work @@
+Aggregation of isotropic autoregressive fields
@@ Property / cites work: Aggregation of isotropic autoregressive fields / rank @@
+Normal rank
@@ Property / cites work @@
+Tauberian and Abelian theorems for long-range dependent random fields
+Normal rank
@@ Property / cites work @@
+Q4242038
@@ Property / cites work: Q4242038 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional elliptic, hyperbolic and parabolic random fields
+Normal rank
@@ Property / cites work @@
+Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
+Normal rank
@@ Property / cites work @@
+Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results
+Normal rank
@@ Property / cites work @@
+CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES
+Normal rank
@@ Property / cites work @@
+Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
+Normal rank
@@ Property / cites work @@
+Aggregation of random-coefficient AR(1) process with infinite variance and common innovations
+Normal rank
@@ Property / cites work @@
+Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations
+Normal rank
@@ Property / cites work @@
+Scaling transition for long-range dependent Gaussian random fields
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3662382
@@ Property / cites work: Q3662382 / rank @@
+Normal rank
@@ Property / cites work @@
+Stable mixed moving averages
@@ Property / cites work: Stable mixed moving averages / rank @@
+Normal rank
@@ Property / cites work @@
+Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
+Normal rank
@@ Property / cites work @@
+Contemporaneous aggregation of linear dynamic models in large economies
+Normal rank
@@ Property / cites work @@
+Aggregation and memory of models of changing volatility
+Normal rank