Power-law correlations and other models with long-range dependence on a lattice
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Publication:4462697
DOI10.1239/jap/1059060896zbMath1041.60046OpenAlexW1989535042MaRDI QIDQ4462697
Publication date: 18 May 2004
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1059060896
Random fields (60G60) Inference from spatial processes (62M30) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (8)
Wavelet-Based Estimation of Anisotropic Spatiotemporal Long-Range Dependence ⋮ Spatial long memory ⋮ On \(1/f\) noise ⋮ Spatial autoregression and related spatio-temporal models. ⋮ Semiparametric estimation of spatial long-range dependence ⋮ The use of the variogram in construction of stationary time series models ⋮ VECTOR RANDOM FIELDS WITH LONG-RANGE DEPENDENCE ⋮ Semiparametric spatio-temporal covariance models with the ARMA temporal margin
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