The variogram estimators of the stationary stochastic processes

Tsekhavaya, T. V.

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Please use this identifier to cite or link to this item: https://elib.bsu.by/handle/123456789/9161

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DC Field	Value	Language
dc.contributor.author	Tsekhavaya, T. V.	-
dc.date.accessioned	2012-05-17T14:16:37Z	-
dc.date.available	2012-05-17T14:16:37Z	-
dc.date.issued	2009	-
dc.identifier.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.	-
dc.identifier.uri	http://elib.bsu.by/handle/123456789/9161	-
dc.description.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	ru
dc.language.iso	en	ru
dc.subject	ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика	ru
dc.title	The variogram estimators of the stationary stochastic processes	ru
dc.type	Article	ru
Appears in Collections:	Статьи факультета прикладной математики и информатики

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