AbstractFor a given weakly stationary random field indexed by the integer lattice of an arbitrary finite dimension, a necessary and sufficient condition is given for the existence of a continuous spectral density. The condition involves the covariances of pairs of sums of the random variables, with the two index sets being “separated” from each other (but possibly “interlaced”) by a certain distance along a coordinate direction
In earlier papers, 2p-periodic spectral data windows have been used in spectral estimation of discre...
This paper presents an algorithm for simulating Gaussian random fields with zero mean and non-stati...
This paper presents an algorithm for simulating Gaussian random fields with zero mean and non-statio...
For a given weakly stationary random field indexed by the integer lattice of an arbitrary finite dim...
AbstractFor a given weakly stationary random field indexed by the integer lattice of an arbitrary fi...
For a sequence of discrete random fields indexed by an integer lattice of finite dimension that sati...
We consider a stationary symmetric stable bidimensional process with discrete time, having the spect...
AbstractLinear dependence coefficients are defined for random fields of continuous-index, which are ...
Thesis (PhD) - Indiana University, Mathematics, 2005This text first looks at sequences of discrete-i...
AbstractA stationary random field is often more complicated than a univariate stationary time series...
A spectral theory for stationary random closed sets is developed and provided with a sound mathemati...
We consider the nonparametric estimation of spectral densities for secondorder stationary random fie...
International audienceWe consider a, discrete time, weakly stationary bidimensional process, for whi...
In earlier papers, 2p-periodic spectral data windows have been used in spectral estimation of discre...
The talk is motivated by the properties surrounding the spectral density of a stationary process and...
In earlier papers, 2p-periodic spectral data windows have been used in spectral estimation of discre...
This paper presents an algorithm for simulating Gaussian random fields with zero mean and non-stati...
This paper presents an algorithm for simulating Gaussian random fields with zero mean and non-statio...
For a given weakly stationary random field indexed by the integer lattice of an arbitrary finite dim...
AbstractFor a given weakly stationary random field indexed by the integer lattice of an arbitrary fi...
For a sequence of discrete random fields indexed by an integer lattice of finite dimension that sati...
We consider a stationary symmetric stable bidimensional process with discrete time, having the spect...
AbstractLinear dependence coefficients are defined for random fields of continuous-index, which are ...
Thesis (PhD) - Indiana University, Mathematics, 2005This text first looks at sequences of discrete-i...
AbstractA stationary random field is often more complicated than a univariate stationary time series...
A spectral theory for stationary random closed sets is developed and provided with a sound mathemati...
We consider the nonparametric estimation of spectral densities for secondorder stationary random fie...
International audienceWe consider a, discrete time, weakly stationary bidimensional process, for whi...
In earlier papers, 2p-periodic spectral data windows have been used in spectral estimation of discre...
The talk is motivated by the properties surrounding the spectral density of a stationary process and...
In earlier papers, 2p-periodic spectral data windows have been used in spectral estimation of discre...
This paper presents an algorithm for simulating Gaussian random fields with zero mean and non-stati...
This paper presents an algorithm for simulating Gaussian random fields with zero mean and non-statio...
DOI
Add to ORKG