Long memory random fields
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Publication:3416891
DOI10.1007/0-387-36062-X_9zbMath1113.60053MaRDI QIDQ3416891
Publication date: 9 January 2007
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
Random fields (60G60) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)
Related Items (20)
CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES ⋮ Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence ⋮ Spatial long memory ⋮ The V/S test of long-range dependence in random fields ⋮ Some convergence results on quadratic forms for random fields and application to empirical covariances ⋮ Wavelet estimation of the memory parameter for long range dependent random fields ⋮ An invariance principle for fractional Brownian sheets ⋮ Long range dependence of heavy-tailed random functions ⋮ Aggregation of isotropic autoregressive fields ⋮ Operator-scaling Gaussian random fields via aggregation ⋮ Central limit theorems for long range dependent spatial linear processes ⋮ Tauberian and Abelian theorems for long-range dependent random fields ⋮ The nonparametric estimation of long memory spatio-temporal random field models ⋮ Local Whittle estimator for anisotropic random fields ⋮ Computation of Spatial Gini Coefficients ⋮ Memory properties and aggregation of spatial autoregressive models ⋮ Memory parameter estimation for long range dependent random fields ⋮ On least squares estimation for long-memory lattice processes ⋮ Asymptotic properties of nonparametric regression for long memory random fields ⋮ Long range dependence for stable random processes
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