Article ID Journal Published Year Pages File Type
5130054 Stochastic Processes and their Applications 2017 29 Pages PDF
Abstract

We obtain a complete description of anisotropic scaling limits and the existence of scaling transition for nonlinear functions (Appell polynomials) of stationary linear random fields on Z2 with moving average coefficients decaying at possibly different rate in the horizontal and the vertical direction. The paper extends recent results on scaling transition for linear random fields in Puplinskaitė and Surgailis (2015, 2016).

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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