SPATIOTEMPORAL COVARIANCE FUNCTIONS FOR LAPLACIAN ARMA FIELDS IN HIGHER DIMENSIONS

被引：1

作者：

Terdik, Gyorgy H. ^{[1
]}

机构：

[1] Univ Debrecen, Fac Informat, H-4026 Debrecen, Hungary

来源：

THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | 2022年

关键词：

  Isotropy; homogeneity; stationarity; space-time interaction; spectral density; Whittle-Mat?rn model; Laplacian ARMA fields in higher spatial dimensions; random fields on sphere; MODELS; EQUATION;

D O I：

10.1090/tpms/1173

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：

This paper presents clear formulae of the covariance functions of Lapla-cian ARMA fields in terms of coefficients and Bessel functions in higher spatial dimen-sions. Spectral methods are used for the study of spatiotemporal Laplacian ARMA fields in Euclidean spaces and spheres therein with dimension d >= 2.

引用

页码：111 / 132

页数：22

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