Unilateral Gaussian fields

Citation
M. Tory, E. et K. Pickard, D., Unilateral Gaussian fields, Advances in applied probability , 24(1), 1992, pp. 95-112
ISSN journal
00018678
Volume
24
Issue
1
Year of publication
1992
Pages
95 - 112
Database
ACNP
SICI code
Abstract
The necessary and sufficient condition for unilateral characterization of Gaussian Markov fields and the Besag-Moran positivity condition for second-order autonormal bilateral models define the same tetrahedral domain of achievable regression parameters. A bijective function maps this domain to a different tetrahedral domain of parameters in the Pickard model. These two domains are identical to the corresponding ones in the Welberry-Carroll model. We obtain series solutions for correlation coefficients and study their limits near the boundaries of the first domain.