On the correlation structure of unilateral AR processes on the plane

DOI10.1239/AAP/1013540171zbMATH Open0955.62097OpenAlexW2028949436MaRDI QIDQ4507948FDOQ4507948

J. Idier, Frédéric Champagnat

Publication date: 21 February 2001

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1013540171

zbMATH Keywords

Markov random fieldsPickard random fieldsquarter-plane ARtwo-dimensional maximum entropyunilateral Gaussian fields

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields; image analysis (62M40) Random fields (60G60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stationary stochastic processes (60G10) Algorithms for approximation of functions (65D15)

Cited In (3)

• Title not available (Why is that?)
• On permissible correlations for locally correlated stationary processes
• On the symmetric bilateral AR processes

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