A continuous spectral density for a random field of continuous-index

Jason Shaw

Journal of Multivariate Analysis, 2009, vol. 100, issue 3, 363-376

Abstract: Linear dependence coefficients are defined for random fields of continuous-index, which are modified from those already defined for random fields indexed by an integer lattice. When a selection of these linear dependence conditions are satisfied, the random field will have a continuous spectral density function. Showing this involves the construction of a special class of random fields using a standard Poisson process and the original random field.

Keywords: 60G10; 60G60; Random; fields; Spectral; density; function; Weakly; dependent; Weakly; stationary (search for similar items in EconPapers)
Date: 2009
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