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Vestnik Tomskogo Gosudarstvennogo Universiteta. Matematika i Mekhanika, 2010, Number 4(12), Pages 39–44
(Mi vtgu155)
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MATHEMATICS
The limiting distribution of semivariogram estimators of stationary stochastic fields
T. V. Tsekhavaya, N. N. Troush Belarusian State University
Abstract:
In this article the semivariogram estimator of a strong stationary $m$-dependent two-dimensional stochastic field with discrete time is constructed. The expressions for mathematical expectation and variances of this statistics are presented. Asymptotic distribution of the semivariogram estimator has been found.
Keywords:
stochastic field, $m$-dependent stochastic field, semivariogram, bivariogram, estimator, limiting distribution.
Accepted: October 14, 2010
Citation:
T. V. Tsekhavaya, N. N. Troush, “The limiting distribution of semivariogram estimators of stationary stochastic fields”, Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2010, no. 4(12), 39–44
Linking options:
https://www.mathnet.ru/eng/vtgu155 https://www.mathnet.ru/eng/vtgu/y2010/i4/p39
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Abstract page: | 192 | Full-text PDF : | 78 | References: | 47 | First page: | 1 |
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