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Aggregation of isotropic autoregressive fields
Authors:Frédéric Lavancier
Institution:Université de Nantes, Laboratoire de Mathématiques Jean Leray, UFR Sciences et Techniques, 2 rue de la Houssinière - BP 92208, F-44322 Nantes Cedex 3, France
Abstract:This note constitutes a corrigendum to the article of Azomahou 2009, Memory properties and aggregation of spatial autoregressive models. J. Statist. Plann. Inference, 139, 2581-2597]. The aggregation of isotropic four nearest neighbors autoregressive models on the lattice Z2, 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.
Keywords:Long memory  Aggregation  Random fields  Long range dependence
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