Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5130054 | Stochastic Processes and their Applications | 2017 | 29 Pages |
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 PuplinskaitÄ and Surgailis (2015, 2016).
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
VytautÄ PilipauskaitÄ, Donatas Surgailis,