On the construction of stationary processes and random fields
Abstract: We propose a new method to construct a stationary process and random field with a given decreasing covariance function and any one-dimensional marginal distribution. The result is a new class of stationary processes and random fields. The construction method utilizes a correlated binary sequence, and it allows a simple and practical way to model dependence structures in a stationary process and random field as its dependence structure is induced by the correlation structure of a few disjoint sets in the support set of the marginal distribution. Simulation results of the proposed models are provided, which show the empirical behavior of a sample path.
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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On the construction of stationary processes and random fields ; volume:12 ; number:1 ; year:2024 ; extent:27
Dependence modeling ; 12, Heft 1 (2024) (gesamt 27)
- Urheber
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Lee, Jeonghwa
- DOI
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10.1515/demo-2024-0005
- URN
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urn:nbn:de:101:1-2408021542480.182982450661
- Rechteinformation
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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14.08.2025, 11:01 MESZ
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Beteiligte
- Lee, Jeonghwa
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