On Lamperti transformation and characterisations of discrete random fields
Probability
2023-01-05 v1
Abstract
In this article we characterise discrete time stationary fields by difference equations involving stationary increment fields and self-similar fields. This gives connections between stationary fields, stationary increment fields and, through Lamperti transformation, self-similar fields. Our contribution is a natural generalisation of recently proved results covering the case of stationary processes.
Keywords
Cite
@article{arxiv.2301.01639,
title = {On Lamperti transformation and characterisations of discrete random fields},
author = {Marko Voutilainen and Lauri Viitasaari and Pauliina Ilmonen},
journal= {arXiv preprint arXiv:2301.01639},
year = {2023}
}