The Integer-valued Moving-Average Random Field
Statistics Theory
2026-05-25 v2 Statistics Theory
Abstract
An integer-valued moving average (INMA) model for count random fields is proposed and investigated. Closed-form expressions are derived for both its marginal distribution and spatial dependence structure, for arbitrary model order and also covering the multilateral case. In particular, general expressions for bivariate distributions and autocovariances are provided. It is shown that the INMA random field can be equipped (among others) with a Poisson marginal distribution. It is also demonstrated that different and well-interpretable dependence structures are possible. For illustration, we discuss a real-world data example and propose an INMA approximation to a given spatial dependence structure.
Cite
@article{arxiv.2604.13779,
title = {The Integer-valued Moving-Average Random Field},
author = {Angelika Silbernagel and Christian H. Weiß},
journal= {arXiv preprint arXiv:2604.13779},
year = {2026}
}
Comments
18 pages, 3 figures, 2 tables