Geodesic
Variogram analysis of stochastic processes
Journal of the Belarusian State University. Mathematics and Informatics, Tome 2 (2017), pp. 23-27

Voir la notice de l'article provenant de la source Math-Net.Ru

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. 
@article{BGUMI_2017_2_a3,
     author = {T. V. Tsekhavaya},
     title = {Variogram analysis of stochastic processes},
     journal = {Journal of the Belarusian State University. Mathematics and Informatics},
     pages = {23--27},
     publisher = {mathdoc},
     volume = {2},
     year = {2017},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/BGUMI_2017_2_a3/}
}
TY  - JOUR
AU  - T. V. Tsekhavaya
TI  - Variogram analysis of stochastic processes
JO  - Journal of the Belarusian State University. Mathematics and Informatics
PY  - 2017
SP  - 23
EP  - 27
VL  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/BGUMI_2017_2_a3/
LA  - ru
ID  - BGUMI_2017_2_a3
ER  - 
%0 Journal Article
%A T. V. Tsekhavaya
%T Variogram analysis of stochastic processes
%J Journal of the Belarusian State University. Mathematics and Informatics
%D 2017
%P 23-27
%V 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/BGUMI_2017_2_a3/
%G ru
%F BGUMI_2017_2_a3
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/