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arxiv: 1106.2674 · v1 · pith:GICZXLGPnew · submitted 2011-06-14 · 🧮 math.ST · math.PR· stat.TH

Aggregation of isotropic autoregressive fields

classification 🧮 math.ST math.PRstat.TH
keywords isotropicaggregationautoregressivecoefficientfieldmemoryrandomaggregated
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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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