Scaling transition for long-range dependent Gaussian random fields

Donata Puplinskaitė and Donatas Surgailis

Stochastic Processes and their Applications, 2015, vol. 125, issue 6, 2256-2271

Abstract: In Puplinskaitė and Surgailis (2014) we introduced the notion of scaling transition for stationary random fields X on Z2 in terms of partial sums limits, or scaling limits, of X 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 with long-range dependence. The scaling limits of such random fields are identified and characterized by dependence properties of rectangular increments.

Keywords: Scaling transition; Long-range dependence; Gaussian random field; Operator scaling random field (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (6)

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DOI: 10.1016/j.spa.2014.12.011

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