Title of article :
Aggregation of isotropic autoregressive fields
Author/Authors :
Lavancier، نويسنده , , Frédéric، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
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
Journal title :
Journal of Statistical Planning and Inference