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Power-law correlations and other models with long-range dependence on a lattice
- Source :
- Journal of Applied Probability. 40:690-703
- Publication Year :
- 2003
- Publisher :
- Cambridge University Press (CUP), 2003.
-
Abstract
- This paper introduces long-range dependence for a stationary random field on a plane lattice, derives an exact power-law correlation model and other models with long-range dependence on the lattice, and explores the close connection between short-range dependent correlation functions and absolutely summable double sequences.
Details
- ISSN :
- 14756072 and 00219002
- Volume :
- 40
- Database :
- OpenAIRE
- Journal :
- Journal of Applied Probability
- Accession number :
- edsair.doi.dedup.....9dea57fab14a246644542ea4e0ede53a