Aggregation of isotropic autoregressive fields

Abstract

This note constitutes a corrigendum to the article of Azomahou (2009), JSPI, 139:25812597. The aggregation of isotropic four nearest neighbors autoregressive models on the lattice Z , 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… (More)

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