The limiting distribution of semivariogram estimators ofstationary stochastic fields | Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mekhanika – Tomsk State University Journal of Mathematics and Mechanics. 2010. № 4(12).

The limiting distribution of semivariogram estimators ofstationary stochastic fields

In this article the semivariogram estimatorof a strong stationary m-dependent two-dimensional stochastic field with discrete time isconstructed. The expressions for mathematical expectation and variances of this statistics are presented.Asymptotic distribution of the semivariogram estimator has been found.

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Keywords

limiting distribution, bivariogram, estimator, semivariogram, m-dependent stochastic field, stochastic field, предельное распределение, оценка, бивариограмма, семиварио- грамма, т-зависимое случайное поле, случайное поле

Authors

Name	Organization	E-mail
Tsekhavaya Tatiana Vyacheslavovna	Belarusian State University	Tsekhavaya@bsu.by
Troush Nikolai Nikolaevich	Belarusian State University

Всего: 2

References

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Цеховая Т.В. Асимптотическое распределение оценки вариограммы // Вестник БрГУ им. А.С. Пушкина. Серия естественных наук. 2008. № 2(31). С. 32-37.

Цеховая Т.В. Предельное распределение оценки вариограммы стационарного случайного процесса // Вестник БГУ. Сер. 1. Физ. Мат. Мех. 2002. № 1. С. 104-105.

Tsekhavaya. T.V., Troush N.N. Asymptotic distribution of the variogram estimator of stationary stochastic process with continuous time // Transaction of XXIV International Seminar on Stability Problems for Stochastic Models, Jurmala, Latvia, September 10 - 17, 2004 / Transport and Telecommunication Institute. Jurmala. 2004. P. 292-297.