A class of stationary random fields with a simple correlation structure

Chunsheng Ma

Journal of Multivariate Analysis, 2005, vol. 94, issue 2, 313-327

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.

Keywords: ARMA; Correlation; Embedding; Rational; spectral; density; Stationary (search for similar items in EconPapers)
Date: 2005
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