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