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Power-law correlations and other models with long-range dependence on a lattice

Authors :
Chunsheng Ma
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