Aggregation of isotropic autoregressive fields
Statistics Theory
2014-05-30 v1 Probability
Statistics Theory
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.
Cite
@article{arxiv.1106.2674,
title = {Aggregation of isotropic autoregressive fields},
author = {Frédéric Lavancier},
journal= {arXiv preprint arXiv:1106.2674},
year = {2014}
}