On permissible correlations for locally correlated stationary processes

Rafe M. J. Donahue, Peter J. Brockwell and Richard A. Davis

Statistics & Probability Letters, 1995, vol. 22, issue 1, 49-53

Abstract: Every second-order stationary process with index set {0, ±1, ±2, ...} and zero autocorrelations at lags greater than one can be represented as a causal moving average of order one. On the other hand, there may not be a finite-order moving average representation of a stationary process which is indexed by the two-dimensional integer lattice and which has zero autocorrelations when at least one lag is greater than one. We investigate such processes.

Keywords: Spatial; process; Moving-average; process; Spatial; correlation; Spectral; density (search for similar items in EconPapers)
Date: 1995
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