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Zbl 1070.62084
Ma, Chunsheng
A class of stationary random fields with a simple correlation structure. (English)
[J] J. Multivariate Anal. 94, No. 2, 313-327 (2005). ISSN 0047-259X

The author studies modeling of the correlation structure for stationary random fields on a lattice as well as for stationary random fields on $R^d$ by using linear combinations of separable correlation functions. As an application, a problem of embedding a lattice model into a continuous domain model is discussed.
[B. L. S. Prakasa Rao (Hyderabad)]
MSC 2000:
*62M40 Statistics of random fields
60G60 Random fields
62M10 Time series, etc. (statistics)

Keywords: ARMA; Correlation; Embedding; Rational spectral density; Stationary

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