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Scaling transition for nonlinear random fields with long-range dependence

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  • Pilipauskaitė, Vytautė
  • Surgailis, Donatas

Abstract

We obtain a complete description of anisotropic scaling limits and the existence of scaling transition for nonlinear functions (Appell polynomials) of stationary linear random fields on Z2 with moving average coefficients decaying at possibly different rate in the horizontal and the vertical direction. The paper extends recent results on scaling transition for linear random fields in Puplinskaitė and Surgailis (2015, 2016).

Suggested Citation

  • Pilipauskaitė, Vytautė & Surgailis, Donatas, 2017. "Scaling transition for nonlinear random fields with long-range dependence," Stochastic Processes and their Applications, Elsevier, vol. 127(8), pages 2751-2779.
    • Handle: RePEc:eee:spapps:v:127:y:2017:i:8:p:2751-2779
    DOI: 10.1016/j.spa.2016.12.011
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    References listed on IDEAS

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    6. Pilipauskaitė, Vytautė & Surgailis, Donatas, 2015. "Joint aggregation of random-coefficient AR(1) processes with common innovations," Statistics & Probability Letters, Elsevier, vol. 101(C), pages 73-82.
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    9. Guo, Hongwen & Lim, Chae Young & Meerschaert, Mark M., 2009. "Local Whittle estimator for anisotropic random fields," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 993-1028, May.
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    11. Pilipauskaitė, Vytautė & Surgailis, Donatas, 2014. "Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes," Stochastic Processes and their Applications, Elsevier, vol. 124(2), pages 1011-1035.
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    Cited by:

    1. Surgailis, Donatas, 2020. "Scaling transition and edge effects for negatively dependent linear random fields on Z2," Stochastic Processes and their Applications, Elsevier, vol. 130(12), pages 7518-7546.

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