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JOURNALS // Vestnik Tomskogo Gosudarstvennogo Universiteta. Matematika i Mekhanika // Archive

Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2010 Number 4(12), Pages 39–44 (Mi vtgu155)

MATHEMATICS

The limiting distribution of semivariogram estimators of stationary stochastic fields

T. V. Tsekhavaya, N. N. Troush

Belarusian State University

Abstract: 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.

UDC: 519.24


Accepted: October 14, 2010



© Steklov Math. Inst. of RAS, 2024