Geodesic
The limiting distribution of semivariogram estimators of stationary stochastic fields
Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika, no. 4 (2010), pp. 39-44

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

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},
     publisher = {mathdoc},
     number = {4},
     year = {2010},
     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
PB  - mathdoc
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
%I mathdoc
%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/