EconPapers    
Economics at your fingertips  
 

Random fields and the limit of their spectral densities: existence and bounds

Jason T. Shaw

Statistics & Probability Letters, 2004, vol. 67, issue 3, 213-220

Abstract: For a sequence of discrete random fields indexed by an integer lattice of finite dimension that satisfy a weak linear dependence condition, have converging covariances, and (not necessarily continuous) spectral densities f(l) bounded between two positive constants, a limiting spectral density f bounded between two positive constants is obtained, along with a weak form of convergence of f(l) to f. Two examples are given that show this convergence seems to be the best one can get.

Keywords: Random; field; Spectral; density; Weakly; stationary (search for similar items in EconPapers)
Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(03)00389-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:67:y:2004:i:3:p:213-220

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:67:y:2004:i:3:p:213-220