Aggregation of autoregressive random fields and anisotropic long-range dependence

DOI10.3150/15-BEJ733zbMath1356.60082arXiv1303.2209MaRDI QIDQ726745

Donata Puplinskaitė, Donatas Surgailis

Publication date: 14 July 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.2209

zbMATH Keywords

\(\alpha\)-stable mixed moving averageanisotropic long-range dependenceautoregressive random fieldslattice Green functionoperator scaling random fieldscaling transition

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (17)

Scaling transition for nonlinear random fields with long-range dependence ⋮ A goodness-of-fit test for marginal distribution of linear random fields with long memory ⋮ Some remarks on definitions of memory for stationary random processes and fields ⋮ CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES ⋮ Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\) ⋮ Aggregation of network traffic and anisotropic scaling of random fields ⋮ Local scaling limits of Lévy driven fractional random fields ⋮ Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\) ⋮ From random partitions to fractional Brownian sheets ⋮ Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis ⋮ On Lamperti type limit theorem and scaling transition for random fields ⋮ Sample covariances of random-coefficient AR(1) panel model ⋮ Operator-scaling Gaussian random fields via aggregation ⋮ Limit theorems for linear random fields with tapered innovations. I: the Gaussian case ⋮ Anisotropic scaling limits of long-range dependent random fields ⋮ Limit theorems for linear random fields with tapered innovations. II: The stable case ⋮ Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments

Uses Software

• longmemo

Cites Work

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