Geodesic
The limiting distribution of semivariogram estimators of stationary stochastic fields
Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika, no. 4 (2010), pp. 39-44 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

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. 
@article{VTGU_2010_4_a3,
     author = {T. V. Tsekhavaya and N. N. Troush},
     title = {The limiting distribution of semivariogram estimators of stationary stochastic fields},
     journal = {Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika},
     pages = {39--44},
     year = {2010},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VTGU_2010_4_a3/}
}
TY  - JOUR
AU  - T. V. Tsekhavaya
AU  - N. N. Troush
TI  - The limiting distribution of semivariogram estimators of stationary stochastic fields
JO  - Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika
PY  - 2010
SP  - 39
EP  - 44
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/VTGU_2010_4_a3/
LA  - ru
ID  - VTGU_2010_4_a3
ER  - 
%0 Journal Article
%A T. V. Tsekhavaya
%A N. N. Troush
%T The limiting distribution of semivariogram estimators of stationary stochastic fields
%J Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika
%D 2010
%P 39-44
%N 4
%U http://geodesic.mathdoc.fr/item/VTGU_2010_4_a3/
%G ru
%F VTGU_2010_4_a3
T. V. Tsekhavaya; N. N. Troush. The limiting distribution of semivariogram estimators of stationary stochastic fields. Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika, no. 4 (2010), pp. 39-44. http://geodesic.mathdoc.fr/item/VTGU_2010_4_a3/

[1] Tsekhovaya T. V., “Predelnoe raspredelenie otsenki variogrammy statsionarnogo sluchainogo protsessa”, Vestnik BGU. Ser. 1. Fiz. Mat. Mekh., 2002, no. 1, 104–105 | MR | Zbl

[2] 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, 292–297

[3] Tsekhovaya T. V., “Asimptoticheskoe raspredelenie otsenki variogrammy”, Vestnik BrGU im. A. S. Pushkina. Seriya estestvennykh nauk, 2008, no. 2(31), 32–37

[4] Davis B. M., Borgman L. E., “A Note on the Asymptotic Distribution of the Sample Variogram”, Jour. Inter. Assoc. Mathematical Geology, 14:2 (1982), 189–193 | DOI | MR