Vestnik Tomskogo Gosudarstvennogo Universiteta. Matematika i Mekhanika
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Vestnik Tomskogo Gosudarstvennogo Universiteta. Matematika i Mekhanika, 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
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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.

Accepted: October 14, 2010
Document Type: Article
UDC: 519.24
Language: Russian
Citation: T. V. Tsekhavaya, N. N. Troush, “The limiting distribution of semivariogram estimators of stationary stochastic fields”, Vestn. Tomsk. Gos. Univ. Mat. Mekh., 2010, no. 4(12), 39–44
Citation in format AMSBIB
\Bibitem{TseTro10}
\by T.~V.~Tsekhavaya, N.~N.~Troush
\paper The limiting distribution of semivariogram estimators of stationary stochastic fields
\jour Vestn. Tomsk. Gos. Univ. Mat. Mekh.
\yr 2010
\issue 4(12)
\pages 39--44
\mathnet{http://mi.mathnet.ru/vtgu155}
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    		Вестник Томского государственного университета. Математика и механика
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