Power-law correlations and other models with long-range dependence on a lattice

DOI10.1239/JAP/1059060896zbMath1041.60046OpenAlexW1989535042MaRDI QIDQ4462697

Chunsheng Ma

Publication date: 18 May 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1059060896

zbMATH Keywords

correlationrandom fieldlong-range dependencespectral densityshort-range dependence

Mathematics Subject Classification ID

Random fields (60G60) Inference from spatial processes (62M30) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (8)

Wavelet-Based Estimation of Anisotropic Spatiotemporal Long-Range Dependence ⋮ Spatial long memory ⋮ On \(1/f\) noise ⋮ Spatial autoregression and related spatio-temporal models. ⋮ Semiparametric estimation of spatial long-range dependence ⋮ The use of the variogram in construction of stationary time series models ⋮ VECTOR RANDOM FIELDS WITH LONG-RANGE DEPENDENCE ⋮ Semiparametric spatio-temporal covariance models with the ARMA temporal margin

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