Question: 4.10 Consider the QAR model for a stationary Gaussian random field in Example 4.6. If c = ab, show that the spectral density takes the

4.10 Consider the QAR model for a stationary Gaussian random field in Example 4.6. If c = −ab, show that the spectral density takes the form f(????) = ????2

|1 − aei????[1] − bei????[2] + abei(????[1]+????[2])|

−2

= ????2

|1 − aei????[1]

−2

|1 − bei????[2]

−2

Hence, deduce that this model is separable in ????[1] and ????[2] (see Exercise 2.8).

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