On the correlation structure of unilateral AR processes on the plane

DOI10.1239/AAP/1013540171MaRDI QIDQ4507948zbMATH OpenOpenAlexFDO

Authors Frédéric Champagnat, J. Idier

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)

Recommendations

• Some results on unilateral ARMA lattice processes
• scientific article; zbMATH DE number 1248116
• Partial autocorrelation function for spatial processes
• Properties of the spatial unilateral first-order ARMA model
• On the covariance structure of UAR(2) processes

Cited in

(3)

• On permissible correlations for locally correlated stationary processes
• On the symmetric bilateral AR processes
• scientific article; zbMATH DE number 1248116 (Why is no real title available?)

This page was built for publication: On the correlation structure of unilateral AR processes on the plane

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4507948)