On the construction of stationary processes and random fields

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, an...

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Bibliographic Details
Main Author: Lee Jeonghwa
Format: Article
Language:English
Published: De Gruyter 2024-07-01
Series:Dependence Modeling
Subjects:
Online Access:https://doi.org/10.1515/demo-2024-0005