Article ID Journal Published Year Pages File Type
10525070 Journal of Statistical Planning and Inference 2011 5 Pages PDF
Abstract
► Aggregation of isotropic four nearest neighbors autoregressive models on the lattice. ► A Large class of random AR coefficients is considered. ► The spectral density of the resulting random field is studied in details. ► The aggregated field may exhibit short memory or isotropic long memory.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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