A class of stationary random fields with a simple correlation structure
Ma, Chunsheng
Ma, Chunsheng
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2004-07-15
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ARMA,Correlation,Embedding,Rational spectral density,Stationary
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Chunsheng Ma, A class of stationary random fields with a simple correlation structure, Journal of Multivariate Analysis,
Volume 94, Issue 2, 2005, ISSN 0047-259X, https://doi.org/10.1016/j.jmva.2004.05.007.
Abstract
A stationary random field is often more complicated than a univariate stationary time series, since dependence for a random field extends in all directions, while there is only the natural distinction of past and future at any instant in a univariate time series. In this paper we start from a simple correlation structure, derive a class of stationary random fields with the simple correlation function and the simple spectral density function by using linear combinations of separable spatial correlation functions, and discuss a problem of embedding a lattice model into a continuous domain model.
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Academic Press
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Journal of Multivariate Analysis
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0047-259X