Scaling transition for long-range dependent Gaussian random fields

DOI10.1016/j.spa.2014.12.011zbMath1317.60062arXiv1409.2830OpenAlexW2020416769MaRDI QIDQ2342393

Donata Puplinskaitė, Donatas Surgailis

Publication date: 28 April 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.2830

zbMATH Keywords

long-range dependencestationary Gaussian random fieldsoperator scaling random fieldscaling transition

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10)

Related Items (20)

Scaling transition for nonlinear random fields with long-range dependence ⋮ Some remarks on definitions of memory for stationary random processes and fields ⋮ Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence ⋮ Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\) ⋮ Domain and range symmetries of operator fractional Brownian fields ⋮ Aggregation of network traffic and anisotropic scaling of random fields ⋮ Local scaling limits of Lévy driven fractional random fields ⋮ Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\) ⋮ From random partitions to fractional Brownian sheets ⋮ Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis ⋮ On Lamperti type limit theorem and scaling transition for random fields ⋮ Generalized operator-scaling random ball model ⋮ Sample covariances of random-coefficient AR(1) panel model ⋮ Operator-scaling Gaussian random fields via aggregation ⋮ Aggregation of autoregressive random fields and anisotropic long-range dependence ⋮ Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion ⋮ Limit theorems for linear random fields with tapered innovations. I: the Gaussian case ⋮ Anisotropic scaling limits of long-range dependent random fields ⋮ Limit theorems for linear random fields with tapered innovations. II: The stable case ⋮ Two-step wavelet-based estimation for Gaussian mixed fractional processes

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