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A class of stationary random fields with a simple correlation structure. (English) Zbl 1070.62084

The author studies modeling of the correlation structure for stationary random fields on a lattice as well as for stationary random fields on \(R^d\) by using linear combinations of separable correlation functions. As an application, a problem of embedding a lattice model into a continuous domain model is discussed.

MSC:

62M40 Random fields; image analysis
60G60 Random fields
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
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