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

spectral densityautocorrelation functionGegenbauer polynomialsautoregressive time series modelsHilbert-valued processesspatial long range dependence

Mathematics Subject Classification ID

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

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(13)

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• Estimation methods for stationary Gegenbauer processes
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• Humbert generalized fractional differenced ARMA processes
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• First-order Spatial Gegenbauer Autoregressive (SGAR(1,1)) model and some of its properties
• Infinite dimensional Gegenbauer functionals
• Binomial-${\chi^2}$ Vector Random Fields
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