© 1990 by Biometrika Trust
MISCELLANEA |
On a class of random field models which allows long range dependence
Warrnambool Institute of Advanced Education, Warrnambool Victoria 3280, Australia
Department of Statistics, IAS, Australian National University Canberra, A.C.T. 2601, Australia
In this note it is shown how a convenient class of random field models with rational spectral densities can be augmented to incorporate the possibility of long range dependence.
Key Words: Estimation of parameters Long-range dependence Operator methods Random field Random process