Title of article
Aggregation of isotropic autoregressive fields
Author/Authors
Lavancier، نويسنده , , Frédéric، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
5
From page
3862
To page
3866
Abstract
This note constitutes a corrigendum to the article of Azomahou [2009, Memory properties and aggregation of spatial autoregressive models. J. Statist. Plann. Inference, 139, 2581–2597]. The aggregation of isotropic four nearest neighbors autoregressive models on the lattice Z 2 , with random coefficient, is investigated. The spectral density of the resulting random field is studied in details for a large class of law of the AR coefficient. Depending on this law, the aggregated field may exhibit short memory or isotropic long memory.
Keywords
Aggregation , Long memory , Random fields , Long range dependence
Journal title
Journal of Statistical Planning and Inference
Serial Year
2011
Journal title
Journal of Statistical Planning and Inference
Record number
2221675
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