Aggregation of isotropic autoregressive fields

Frédéric Lavancier (1)

1 Probabilités, statistique et calcul scientifique

This note constitutes a corrigendum to the article of Azomahou, JSPI, 139:2581-2597. The aggregation of isotropic four nearest neighbors autoregressive models on the lattice, with random coefficient, is investigated. The spectral density of the resulting random field is studied in details for a large class of law of the AR coefficient. Depending on this law, the aggregated field may exhibit short memory or isotropic long memory.

Mots clés: long range dependence.; Long memory; aggregation; random fields; long range dependence

Domaines: Statistiques [math.ST]; Théorie [stat.TH]; Probabilités [math.PR]

Frédéric Lavancier. Aggregation of isotropic autoregressive fields. Journal of Statistical Planning and Inference, 2011, 141 (12), pp.3862-3866. ⟨hal-00600085⟩