Scaling transition for long-range dependent Gaussian random fields
classification
🧮 math.ST
stat.TH
keywords
scalingfieldsrandomlimitstransitiondependencegaussianlong-range
read the original abstract
In Puplinskaite and Surgailis (2014) we introduced the notion of scaling transition for stationary random fields $X$ on $\mathbb{Z}^2$ in terms of partial sums limits, or scaling limits, of $X$ over rectangles whose sides grow at possibly different rate. The present paper establishes the existence of scaling transition for a natural class of stationary Gaussian random fields on $\mathbb{Z}^2$ with long-range dependence. The scaling limits of such random fields are identified and characterized by dependence properties of rectangular increments.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.