A short memory condition for infinitely divisible random fields

Vitalii Makogin and Evgeny Spodarev

Statistics & Probability Letters, 2025, vol. 221, issue C

Abstract: This small note yields a sufficient condition for the short range dependence of measurable stationary infinitely divisible moving average random fields with d-dimensional index space. Here, the short/long range dependence concept is borrowed from the paper (Kulik and Spodarev 2021). In the special case of symmetric stable moving averages, our new condition coincides with the one from paper (Makogin et al., 2021).

Keywords: Stationary random field; Moving average; Infinite divisibility; Integral spectral representation; α-stable; Time series; Heavy tails (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2025.110385

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