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Scaling transition for long-range dependent Gaussian random fields

Abstract

In Puplinskaite and Surgailis (2014) we introduced the notion of scaling transition for stationary random fields XX on Z2\mathbb{Z}^2 in terms of partial sums limits, or scaling limits, of XX over rectangles whose sides grow at possibly different rate. The present paper establishes the existence of scaling transition for a natural class of stationary Gaussian random fields on Z2\mathbb{Z}^2 with long-range dependence. The scaling limits of such random fields are identified and characterized by dependence properties of rectangular increments.

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