an:06603449
Zbl 1356.60082
Puplinskait??, Donata; Surgailis, Donatas
Aggregation of autoregressive random fields and anisotropic long-range dependence
EN
Bernoulli 22, No. 4, 2401-2441 (2016).
00356621
2016
j
60G60 60E07 60F05 60G10
autoregressive random fields; anisotropic long-range dependence; lattice Green function; operator scaling random field; scaling transition; \(\alpha\)-stable mixed moving average
The paper attempts a systematic study of anisotropic distributional long-range dependence, by exhibiting some natural classes of random fields whose partial sums tend to the operator scaling random field.
Nikolai N. Leonenko (Cardiff)