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.
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页码：49 / 53
页数：5
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