Long memory random fields

DOI10.1007/0-387-36062-X_9MaRDI QIDQ3416891zbMATH OpenFDO

Authors Frédéric Lavancier

Publication date 9 January 2007

Published in Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/0-387-36062-X_9

zbMATH Keywords

long-range dependencerandom fieldslong memoryIsing modellimit theoremlinear fields

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields; image analysis (62M40) Random fields (60G60) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)

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Cited in

(34)

• Limit theorems for filtered long-range dependent random fields
• Local Whittle estimator for anisotropic random fields
• On least squares estimation for long-memory lattice processes
• Asymptotic properties of nonparametric regression for long memory random fields
• The V/S test of long-range dependence in random fields
• An invariance principle for fractional Brownian sheets
• scientific article; zbMATH DE number 1408883 (Why is no real title available?)
• Computation of spatial Gini coefficients
• Operator-scaling Gaussian random fields via aggregation
• Vector random fields with long-range dependence
• Memory properties and aggregation of spatial autoregressive models
• On statistical properties of nonlinear functionals of random fields. (Abstract of thesis)
• A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular \(\mathbb{Z}^d\)-actions
• Some remarks on definitions of memory for stationary random processes and fields
• Gegenbauer random fields
• Tauberian and Abelian theorems for long-range dependent random fields
• Wavelet estimation of the memory parameter for long range dependent random fields
• Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes
• Aggregation of isotropic autoregressive fields
• scientific article; zbMATH DE number 124390 (Why is no real title available?)
• Central limit theorems for long range dependent spatial linear processes
• Some convergence results on quadratic forms for random fields and application to empirical covariances
• Memory parameter estimation for long range dependent random fields
• Power-law correlations and other models with long-range dependence on a lattice
• Long range dependence of heavy-tailed random functions
• Extreme value theory for long-range-dependent stable random fields
• Asymptotic behavior of functionals of cyclic long-range dependent random fields
• The nonparametric estimation of long memory spatio-temporal random field models
• Spatial long memory
• Some simple properties of sums of random variables having long-range dependence
• Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence
• Empirical process of long memory Gaussian subordinated random fields.
• Reduction principle for functionals of vector random fields
• Long range dependence for stable random processes

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