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A continuous spectral density for a random field of continuous-index

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  • Shaw, Jason

Abstract

Linear dependence coefficients are defined for random fields of continuous-index, which are modified from those already defined for random fields indexed by an integer lattice. When a selection of these linear dependence conditions are satisfied, the random field will have a continuous spectral density function. Showing this involves the construction of a special class of random fields using a standard Poisson process and the original random field.

Suggested Citation

  • Shaw, Jason, 2009. "A continuous spectral density for a random field of continuous-index," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 363-376, March.
    • Handle: RePEc:eee:jmvana:v:100:y:2009:i:3:p:363-376
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    References listed on IDEAS

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    1. Bradley, Richard C., 2003. "A criterion for a continuous spectral density," Journal of Multivariate Analysis, Elsevier, vol. 86(1), pages 108-125, July.
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    1. Shaw, Jason T., 2004. "Random fields and the limit of their spectral densities: existence and bounds," Statistics & Probability Letters, Elsevier, vol. 67(3), pages 213-220, April.

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