Scaling transition for nonlinear random fields with long-range dependence

被引：17

作者：

Pilipauskaite, Vytaute ^{[1
,2
]}

Surgailis, Donatas ^{[1
]}

机构：

[1] Vilnius Univ, Akad 4, LT-08663 Vilnius, Lithuania

[2] Univ Nantes, Lab Math Jean Leray, F-44322 Nantes 3, France

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2017年 / 127卷 / 08期

关键词：

Scaling transition; Anisotropic long-range dependence; Fractionally integrated random field; Appell polynomials; Multiple Ito-Wiener integral; Fractional Brownian sheet; CENTRAL LIMIT-THEOREMS; COEFFICIENT AR(1) PROCESSES; RANDOM-VARIABLES; MOVING AVERAGES; AGGREGATION; FUNCTIONALS; CONVERGENCE; INTEGRALS; MODEL; SUMS;

D O I：

10.1016/j.spa.2016.12.011

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We obtain a complete description of anisotropic scaling limits and the existence of scaling transition for nonlinear functions (Appell polynomials) of stationary linear random fields on Z(2) with moving average coefficients decaying at possibly different rate in the horizontal and the vertical direction. The paper extends recent results on scaling transition for linear random fields in Puplinskaite and Surgailis (2015, 2016). (C) 2017 Elsevier B.V. All rights reserved.

引用

页码：2751 / 2779

页数：29

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