Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2024
|
| Schlagworte: | |
| Online-Zugang: | https://arxiv.org/abs/2401.09909 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Inhaltsangabe:
- In this article, we consider three important classes of $n$-variate fields indexed by the set of $N$ dimensional integers, namely stationary, stationary increment and self-similar fields. These classes are connected through bijective transformations. In addition, we introduce generalized AR$(1)$ type equations, whose unique stationary solutions are obtained via these transformations. Lastly, we apply the transformations in order to construct stationary fractional Ornstein-Uhlenbeck fields of the first and second kind.