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Revision as of 09:57, 14 March 2024

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A class of stationary random fields with a simple correlation structure
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    A class of stationary random fields with a simple correlation structure (English)
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    5 August 2005
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    The author studies modeling of the correlation structure for stationary random fields on a lattice as well as for stationary random fields on \(R^d\) by using linear combinations of separable correlation functions. As an application, a problem of embedding a lattice model into a continuous domain model is discussed.
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    ARMA
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    Correlation
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    Embedding
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    Rational spectral density
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    Stationary
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