Stationary random fields in space and time with rational spectral densities
Citation
Ma, Chunsheng. (2007). "Stationary Random Fields in Space and Time With Rational Spectral Densities." Information Theory, IEEE Transactions on 53(3): 1019-1029.
Abstract
This paper introduces three spatio–temporal stationary
random fields with simple correlation functions and
rational spectral densities. The correlation functions have similar
forms, but are defined on different space–time domains or related
to different spatial norms. Positive and negative correlations are
allowed, and the domain of certain model parameters may rely
on the spatial dimensional parameter so that the model may be
available in a limited space or in all dimensions. The distinctions
are discussed among the three basic correlation models. Moreover,
families of spatio–temporal stationary random fields are derived
by randomizing the spatial and temporal coordinates of the base
random fields. The resulting correlation functions are semiparametric,
and include separable spatio–temporal models as special
cases.
Description
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