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arXiv · 1106.2674

Aggregation of isotropic autoregressive fields

Frédéric Lavancier
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Abstract

This note constitutes a corrigendum to the article of Azomahou, JSPI, 139:2581-2597. The aggregation of isotropic four nearest neighbors autoregressive models on the lattice, 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.

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Frédéric Lavancier. 2011-06-14. Aggregation of isotropic autoregressive fields. https://arxiv.org/abs/1106.2674

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