Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions

Terdik, György

doi:10.1090/tpms/1173

Author: György H. Terdik
Journal: Theor. Probability and Math. Statist. 107 (2022), 111-132
MSC (2020): Primary 54C40, 14E20; Secondary 46E25, 20C20
DOI: https://doi.org/10.1090/tpms/1173
Published electronically: November 8, 2022
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Abstract: This paper presents clear formulae of the covariance functions of Laplacian ARMA fields in terms of coefficients and Bessel functions in higher spatial dimensions. Spectral methods are used for the study of spatiotemporal Laplacian ARMA fields in Euclidean spaces and spheres therein with dimension $d\geq 2$.

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