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1 Probabilités, statistique et calcul scientifique LMJL - Laboratoire de Mathématiques Jean Leray

Abstract : This note constitutes a corrigendum to the article of Azomahou, JSPI, 139:2581-2597. The aggregation of isotropic four nearest neighbors autoregressive models on the lattice, with random coefficient, is investigated. The spectral density of the resulting random field is studied in details for a large class of law of the AR coefficient. Depending on this law, the aggregated field may exhibit short memory or isotropic long memory.

Keywords : long range dependence. long range dependence random fields aggregation Long memory





Author: Frédéric Lavancier -

Source: https://hal.archives-ouvertes.fr/



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