• 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