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1 results

  • Unilateral Gaussian fields

  • Part of
  • E. M. Tory, D. K. Pickard
  • Journal:
    Advances in Applied Probability / Volume 24 / Issue 1 / March 1992
    Published online by Cambridge University Press:
    01 July 2016, pp. 95-112
    Print publication:
    March 1992

  • 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.