Asymptotic covariances for functionals of weakly stationary random fields

Leonardo Maini

Stochastic Processes and their Applications, 2024, vol. 170, issue C

Abstract: Let (Ax)x∈Rd be a measurable, weakly stationary random field, i.e. E[Ax]=E[Ay], Cov(Ax,Ay)=K(x−y), ∀x,y∈Rd, with covariance function K:Rd→R.

Keywords: Weakly stationary random fields; Stationary Gaussian fields; Asymptotic covariances; Covariograms; Regularly varying functions; Berry’s random wave model (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spa.2024.104297

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