ON PERMISSIBLE CORRELATIONS FOR LOCALLY CORRELATED STATIONARY-PROCESSES

被引：1

作者：

DONAHUE, RMJ

BROCKWELL, PJ

DAVIS, RA

机构：

[1] MARION MERRELL DOW INC,KANSAS CITY,MO 64134

[2] ROYAL MELBOURNE INST TECHNOL,MELBOURNE,VIC 3001,AUSTRALIA

[3] COLORADO STATE UNIV,FT COLLINS,CO 80523

来源：

STATISTICS & PROBABILITY LETTERS | 1995年 / 22卷 / 01期

基金：

美国国家科学基金会;

关键词：

SPATIAL PROCESS; MOVING-AVERAGE PROCESS; SPATIAL CORRELATION; SPECTRAL DENSITY;

D O I：

10.1016/0167-7152(94)00046-B

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：

Every second-order stationary process with index set {0, +/- 1, +/- 2,...} and zero autocorrelations at lags greater than one can be represented as a causal moving average of order one. On the other hand, there may not be a finite-order moving average representation of a stationary process which is indexed by the two-dimensional integer lattice and which has zero autocorrelations when at least one lag is greater than one. We investigate such processes.

引用

页码：49 / 53

页数：5