Gegenbauer random fields
-
Rosa M. Espejo
,
Nikolai N. Leonenko
Abstract.
This paper introduces spatial long-range dependence time series models, based on the consideration of fractional difference operators associated with Gegenbauer polynomials. Their structural properties are analyzed. The spatial autoregressive Gegenbauer case is also studied, including the case of k factors with multiple singularities. An extension to the Hilbert-valued context is finally formulated leading to the introduction of a new class of spatial functional time series models.
Funding source: DGI, MEC
Award Identifier / Grant number: MTM2009-13393
Funding source: Andalousian CICE
Award Identifier / Grant number: P09-FQM-5052
Funding source: Czech Ministry of Education
Award Identifier / Grant number: ERC CZ LL1203
© 2014 by Walter de Gruyter Berlin/Boston
Articles in the same Issue
- Frontmatter
- Gegenbauer random fields
- Existence and stability of square-mean almost periodic solutions to a spatially extended neural network with impulsive noise
- Stochastic controls of relaxed-singular problems
- Large deviations for integrals of telegraph processes type
- The Cauchy problem for the heat equation with a random right side
Articles in the same Issue
- Frontmatter
- Gegenbauer random fields
- Existence and stability of square-mean almost periodic solutions to a spatially extended neural network with impulsive noise
- Stochastic controls of relaxed-singular problems
- Large deviations for integrals of telegraph processes type
- The Cauchy problem for the heat equation with a random right side
