Geodesic
Variogram analysis of stochastic processes
Journal of the Belarusian State University. Mathematics and Informatics, Tome 2 (2017), pp. 23-27
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Properties of the semivariogram of an intrinsically stationary continuous-time random process with finite second moment are investigated. A necessary and sufficient conditions for a continuous function to be semivariogram are found. Confidence intervals for the semivariogram of Gaussian stationary stochastic process are defined. Properties of $\chi^{2}$-distribution are used for constructing confidence intervals for semivariogram. The proposed confidence intervals are more informative compared with point estimates of the semivariogram.
Keywords: stochastic process; intrinsic stationarity; semivariogram; confidence interval. 
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T. V. Tsekhavaya. Variogram analysis of stochastic processes. Journal of the Belarusian State University. Mathematics and Informatics, Tome 2 (2017), pp. 23-27. http://geodesic.mathdoc.fr/item/BGUMI_2017_2_a3/

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