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https://elib.bsu.by/handle/123456789/9161| Title: | The variogram estimators of the stationary stochastic processes |
| Authors: | Tsekhavaya, T. V. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 2009 |
| Citation: | Tsekhavaya, T. V. The variogram estimators of the stationary stochastic processes / T. V. Tsekhavaya // Mathematical Physics and Modeling in Economics, Financt and Education || 5-th International Workshop on Computer Algebra Systems in Teaching and Research. Siedlice. Poland. 28-31 January, 2009. – Wydawnictwo WSFiZ. – Siedlce, 2009. – P. 97–101. |
| Abstract: | The development of methods to detect investigation of an intrinsically-stationary stochastic processes and fields is a very important problem in data analysis. Variogram is a main characteristic intrinsically-stationary stochastic processes in time area. It is used for measuring the variability in space. The usual estimators of variogram are highly non-robust. We can find several alternative (robust) examples for estimation in the literature. The theory of construction of robust variogram estimators of the intrinsically-stationary random processes is developed in this paper. The estimators of variogram are constructed and its statistical properties are investigated |
| URI: | http://elib.bsu.by/handle/123456789/9161 |
| Appears in Collections: | Статьи факультета прикладной математики и информатики |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Siedlce_Tsekhavaya.pdf | 111,61 kB | Adobe PDF | View/Open |
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