IDEAS home Printed from https://ideas.repec.org/a/vrs/demode/v12y2024i1p27n1001.html
   My bibliography  Save this article

On the construction of stationary processes and random fields

Author

Listed:
  • Lee Jeonghwa

    (Department of Mathematics and Statistics, University of North Carolina Wilmington, Wilmington, NC 28403, United States of America)

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.

Suggested Citation

  • Lee Jeonghwa, 2024. "On the construction of stationary processes and random fields," Dependence Modeling, De Gruyter, vol. 12(1), pages 1-27.
  • Handle: RePEc:vrs:demode:v:12:y:2024:i:1:p:27:n:1001
    DOI: 10.1515/demo-2024-0005
    as

    Download full text from publisher

    File URL: https://doi.org/10.1515/demo-2024-0005
    Download Restriction: no

    File URL: https://libkey.io/10.1515/demo-2024-0005?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:vrs:demode:v:12:y:2024:i:1:p:27:n:1001. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.