English

Scaling transition for long-range dependent Gaussian random fields

Statistics Theory 2014-12-09 v2 Statistics Theory

Abstract

In Puplinskaite and Surgailis (2014) we introduced the notion of scaling transition for stationary random fields XX on Z2\mathbb{Z}^2 in terms of partial sums limits, or scaling limits, of XX over rectangles whose sides grow at possibly different rate. The present paper establishes the existence of scaling transition for a natural class of stationary Gaussian random fields on Z2\mathbb{Z}^2 with long-range dependence. The scaling limits of such random fields are identified and characterized by dependence properties of rectangular increments.

Keywords

Cite

@article{arxiv.1409.2830,
  title  = {Scaling transition for long-range dependent Gaussian random fields},
  author = {Donata Puplinskaite and Donatas Surgailis},
  journal= {arXiv preprint arXiv:1409.2830},
  year   = {2014}
}
R2 v1 2026-06-22T05:52:43.687Z