Aggregation of isotropic autoregressive fieldsReport as inadecuate

Aggregation of isotropic autoregressive fields - Download this document for free, or read online. Document in PDF available to download.

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 -



Related documents