A1 Vertaisarvioitu alkuperäisartikkeli tieteellisessä lehdessä
On Lamperti transformation and AR(1) type characterisations of discrete random fields
Tekijät: Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina
Kustantaja: American Mathematical Society
Kustannuspaikka: KYIV
Julkaisuvuosi: 2024
Journal: Theory of Probability and Mathematical Statistics
Tietokannassa oleva lehden nimi: THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS
Lehden akronyymi: THEOR PROBAB MATH ST
Vuosikerta: 111
Aloitussivu: 181
Lopetussivu: 197
Sivujen määrä: 17
ISSN: 0094-9000
eISSN: 1547-7363
DOI: https://doi.org/10.1090/tpms/1222
Verkko-osoite: https://doi.org/10.1090/tpms/1222
Tiivistelmä
In this article we characterise discrete time stationary fields by difference equations involving stationary increment fields and self-similar fields. This gives connections between stationary fields, stationary increment fields and, through Lamperti transformation, self-similar fields. Our contribution is a natural generalisation of recently proved results covering the case of stationary processes.
In this article we characterise discrete time stationary fields by difference equations involving stationary increment fields and self-similar fields. This gives connections between stationary fields, stationary increment fields and, through Lamperti transformation, self-similar fields. Our contribution is a natural generalisation of recently proved results covering the case of stationary processes.
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