The variogram estimators of the stationary stochastic processes

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