Gegenbauer random fields

DOI10.1515/ROSE-2014-0001MaRDI QIDQ5402779zbMATH OpenOpenAlexFDO

Authors Rosa M. Espejo, Nikolai N. Leonenko, María D. Ruiz-Medina

Publication date 17 March 2014

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose-2014-0001

zbMATH Keywords

autocorrelation functionautoregressive time series modelsGegenbauer polynomialsHilbert-valued processesspatial long range dependencespectral density

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Generalized stochastic processes (60G20) Fractional processes, including fractional Brownian motion (60G22) Random fields (60G60)

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Cited in

(14)

• Determination of Gegenbauer-type random process models
• Estimation methods for stationary Gegenbauer processes
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• Tempered fractional Poisson processes and fractional equations with Z-transform
• Redundancy in Gaussian random fields
• scientific article; zbMATH DE number 6408802 (Why is no real title available?)
• Binomial-${\chi^2}$ Vector Random Fields
• Infinite dimensional Gegenbauer functionals
• Humbert generalized fractional differenced ARMA processes
• First-order Spatial Gegenbauer Autoregressive (SGAR(1,1)) model and some of its properties
• Cyclical long memory: decoupling, modulation, and modeling
• GARTFIMA process and its empirical spectral density based estimation
• On a class of minimum contrast estimators for Gegenbauer random fields

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