A short memory condition for infinitely divisible random fields

DOI10.1016/J.SPL.2025.110385MaRDI QIDQ7015124zbMATH OpenFDO

Authors Vitalii Makogin, Evgeny Spodarev

Publication date 10 March 2025

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2025.110385

zbMATH Keywords

infinite divisibilityintegral spectral representationmoving averagerandom fieldsshort/long range dependencestable fieldstationarity

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Stationary stochastic processes (60G10) Gaussian processes (60G15) Stable stochastic processes (60G52) Random fields (60G60)

Cites work

• Bernstein functions. Theory and applications
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• Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators
• Long range dependence for stable random processes
• Long range dependence of heavy-tailed random functions
• Long-memory processes. Probabilistic properties and statistical methods
• Spectral representations of infinitely divisible processes
• Stochastic processes and long range dependence

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